it probably wasn't shown when the parents figured it out but there were a lot of clues such as hitori being inconsistent in massage skills or change in his eating habits. there were slight differences when migi and dali are acting as hiroti too, in my eyes dali acting as hitori was more forced but dali says that migi isn't a good actor. and because their parent's really care so much about their adoptive child they would pay a lot attention hitori, it seems that to the audience and migi and dali, the parents weren't as naive or air-headed as we thought, just silly and patient
i think they already have a sign since there's a few weird trails left by the twins, but it become so obvious when migi left the picture. of course, dali can play hitori by himself but to imitate a two person contoh by one person? thats wayy different
since when did the adoptive parents notice that they are twins