Is Rosie a real dog?

I spend a considerable amount of my life wondering if the dude who got crushed by some gothic masonry in Hot Fuzz actually has a pet dog named Rosie. She's always there at the start of his podcast interviews, with his introductions apparently recorded while he's ambling through the countryside, but I'm not 100% it all isn't faked.

The interviews he does for the podcast are great - especially when he talks shit with one of his old pals - but I am frankly alarmed by how much I think about that fucking dog.