That was quite amusing.
I needed to go to Sainsburys, and as he has a few times this week, Kai shot to the front door to leave the house with me (he could easily go out his cat flap at the back of the house, but heah, whatever). Rather than wandering off to eyeball some of the wildlife, or challenge one of the other local cats, he actually followed me down the road. Towards the end, he got a bit nervous of the traffic on the road at the end of our road, as well as being very curious about the fronts of the houses we were walking past, so decided to go no further.
Twenty minutes or so later, when I got back from the shopping, he hadn't got a lot further back to our house, and I could hear him tinkling in someone's front garden. When I called his name he bounced out, and followed me back down the road, and into the house, and is currently having a good nose in the living room, with occasional bouts of warfare with Zev.
He very nearly managed to walk to heel, and was better at it than some dogs I've known!