Here's some nice lore I got during the second chapter of the hanzo arc in Burst Re:Newal.
"Choco's my dog's name. He's a pedigree Pomeranian, small enough to hold in one hand. He's round like a little ball, and I used to love to roll the little guy around. But one day, Choco disappeared. I'd had him since I was little... Ever since then, whenever I get that odd feeling, I find myself thinking about him."