I'd love to see him at least cameo once or twice towards the end of the series.

I think it does mean that both of them know - Mr. Gold also knows his real name, he just kept up with the false name to throw Regina off for a while.

I'm more curious to know why Mary Margaret got her name, since Snow White used it (sort of) when she was reaching for fake names to offer Red. Makes me kinda wonder if some of the names aren't all a slight reference to the other world, like a tie of some kind. (Might also explain where Archie Hopper came from.)