There isnt a doubt in my mind that they do. I also believe that those at the bridge, tell the new ones here how to actRod and I have one heeler each, at a time, they have been close in age and pass relatively close as well. Seems that each time we get a new one, there are habits and things that they do, that closely match what the old ones did. To similar to be accidental.I also feel that new pets are chosen for us by those that passed.
On a similar note. The other night I had a candle on the mantle. No fans, no windows open, the flame was dead calm. Was watching something on TV and said 'dude', the candle made a HUGE flicker. Dude was my nickname for our horse that passed a few years ago. I know in my heart that it was him, letting me know he is still there. And no, I never saw that candle flicker again that night.
Will NEVER get tired of hearing experiences like you've described. They bring so much comfort.......but then, that's why our Beloveds DO things like that.