you can rest easy(!) in the knowledge that Dennis is just doing what comes naturally for a Burmese. Fortunately mine don't go out as I am a breeder, so they make do with pinching socks, pens, anything which they can move, in fact. Most things turn up again eventually. However, I've lost count of the number of owners (not necessarily of my ex-kittens, I'm a regional advisor for the Burmese Cat Club) who've told me their cats have appeared with neighbours' Sunday dinners & the like.....
Just to make this music-related, so I can't be accused of BS, how does Dennis relate to your playing any instruments? All of mine except one seem quite happy with my violin (& she runs as soon as she sees it come out of its case - mind you she does that with everyone's violin!), the others seem much more bothered about our piccolo player, when we have a band practice.