In an earlier Rockstar title from 2008, GTA IV, there is another instance of a character shouting out the name "Lenny" twice. During a mission for Brucie where Nico Bellic delivers stolen vehicles to his garage, there is a cutscene where Brucie can't find his mechanic. The mechanic's name is Lenny. And so he shouts "Lennnnyyyy!!! LEENNEEEEEHH where the hell are you?!"