Ok, a few thoughts here!
:
Have you begun training recall? That is your first priority!
An untrained dog cannot be expected to return when called, and even if the dog knows his name, that isn't 'recall' and will get sporadic attention if used to try to recall the dog at best. Now -- it generally takes many weeks of working on recall before you'd ever want to consider letting a dog run off lead, especially puppies that young, and especially two together -- two area lot more likely to bolt (one following the other and only paying attention to each other). There are lots of posts on recall in the training section with links to training sites to help you along the way. But remember -- work with one dog at a time; the other cannot be anywhere nearby or in sight. Start inside at home work up to the garden on a long line, then outside on a long line, slowly introducing distractions. Only when recall is perfect on a long line with distractions should they be let off lead. Better to only have one off lead for a while rather than let both.
Recall is the single most important thing you train your dog to do and is likely to save its life at some point during ownership so you are right to be asking and giving it a definite priority
. Any good rewards-based obedience class will cover the basics (and at 9 months, they ideally have been through at least one good obedience class -- and separately so they don't pay more attention to each other -- already. Be aware you need to teach each individually, separately, in all training as it is virtually pointless in training two together.
The other questions are (on the basis of your two having run off)
1) do they have collars and tags? You want to be sure they can find their way back if they ever are so unfortunate as to get out again
. That must have been pretty scary -- that is a long way for two puppies to have travelled and you must be so relieved they came to no harm. We all often forget something as simple as up to date tags.
2) are they spayed/neutered? An unspayed female in heat can be literally attacked by dogs 5 times her size and be badly hurt. Males left intact are highly likely to endlessly try to bolt, can smell females in heat from over a mile away, and are prone to fighting. Also: intact dogs are prime targets for thieves to keep/sell for breeding and for dogfighting bait.
3) Just in case they were for some reason left outside during the day: please don't forget they are an indoor breed and can't really manage being alone outside very well. Plus this is just so risky to them. This is one of the most-stolen breeds in the UK/Ireland -- very high rate in Ireland according to gardai. Puppies are very high on the target list -- for breeding and to be sold on at best price. Cavaliers also don't have undercoats to keep them warm enough if left outside, and puppies of this age cannot keep themselves warm enough full stop in this winter weather -- they only have thin puppy coats. This breed also get anxiety problems left outside. Many of the dogs I get into rescue with behaviour issues are entirely due to the dogs being left alone outside, which is very hard on this breed in particular. Also see:
http://www.cavaliertalk.com/forums/showthread.php?31670-Yard-outdoor-dogs-no-thanks-please!
Some great posts on teaching recall:
http://www.cavaliertalk.com/forums/showthread.php?31552-How-NOT-to-teach-your-dog-to-come
http://z3.invisionfree.com/Proud_Pyreneans/index.php?showtopic=6
http://www.agilitybits.co.uk/bits/obedient/recall.html
http://www.youtube.com/watch?v=D6ANYW0DO-g
Hope that helps!