I think, it is their official name in japanese..in anime, Law referred them as Tobi Roppo
If I am not wrong Tobi is from tobu mean Jump/Fly..and Roppo mean Movement in Six Direction..well it is pretty much The Flying Six
And Actually tobi roppo is a popular style of walk in Kabuki Theater..
to think that their first shoot of appearing was their walking feet, it is just amazingly perfect..