Though his mean-spirited mockery of your Light Zapper skills might have earned him the name “Dick” or “That Fucking Dog” or something like this, he’s apparently known as Mr. Peepers, at least to certain members of video game-playing society. A Google search would seem to support this fact, anyway.
Off less interest to me but, perhaps, of greater interest to the rest of the world that remembers Duck Hunt, is the fact that Mr. Peepers can be reprimanded for his derisive ways. In short, you can shoot him, but only in a bonus round in the arcade version of the game, Vs. Duck Hunt.
It’s even a bit cathartic just watching the video.
Names and games, previously: