It's unfortunate, @mscuthbert, that we don't have options in terms of the file format for downloaded submissions. Since student names are concatenated in the filenames for their submissions, writing your own script to split first and last names isn't that easy. If Canvas added a delimiter as part of the filename that would make it easier to distinguish submissions. Consider making this suggestion via the Canvas idea process:

How do I create a new idea in the Instructure Comm... - Instructure Community