Depressing rules of thumb:
(1) If you give first and last names to characters in your exam, some students will use only last names and some will use only first names. The students who mix will almost invariably use women's first names and men's last names. And honestly I'm not too sure about that "almost." I keep looking for a counterexample, but I don't recall one.
(2) If you give a woman a title--Dr., Professor--you substantially decrease, but don't eliminate, the use of her first name, but you also substantially increase the percentage of students who call her "he."