Bells are the answer. You can get them in pet stores. They each have two, so there's a good solid jingle/jingle when they trot down the hallway with me.
And yes: they always follow. It's funny - like when I'm cleaning and making multiple trips back and forth, sometimes they look at me almost disgusted, like MOM! can't you settle down???? When they follow me to the bathroom, they peek around the corner, then run up the stairs to the bed to wait - it's more comfortable there