I grew up hearing "cum agen?" (come again) a lot in this context. I guess it must be the West Yorkshire version of "say again".
Like, I suspect, a lot of other people on here, I was taught by both my parents and my teachers that "pardon" was the thing to say. In fact, I've never forgotten one teacher telling a boy that she wanted him to do something, him answering "what?", and her instantly correcting him to "pardon" when all he wanted to know was what she wanted him to do!
Now, should I tell my DiL about this thread? She has made a huge effort over the last few weeks to get DGS (age 4) and DGD (age 2) to say "pardon" instead of "what" when they haven't heard what was said. Now that they are finally starting to use it, dare I tell her that it's not considered correct by a lot of people?
No, I won't bother, because I still think that pardon is perfectly polite
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BTW - excuse my ignorance, but what does non-U mean?