do they suddenly start madly cleaning themselves?
If mine get in trouble, usually for jumping onto the worktops, they immediately jump onto the floor and start grooming and look at us as if to say "Who, me? I wasn't on the worktop, I've been sitting here grooming the whole time and you've disturbed me by shouting."
They both do it, nearly all the time. It makes me laugh. My old cat used to do it too, I'd forgotten.