Any user can use the search bar at the bottom of every page to search for their username in comments.

I’m willing to bet the mods have notifications for such.

Also, doesn’t HN have an API, which, if I understand correctly, has more capability than the web page.

This is probably a good time to mention:

To get automated email notifications of replies to your comments see http://www.hnreplies.com/

It doesn’t have callouts for regular users, but Dang seems to always show up when atted.

IME sometimes he does, sometimes he doesn't.

O ye of little faith...