I ask them to repeat what they said and then part way through them saying it again, my brain realises what it was first time so I end up agreeing with them while they're still talking.
I suspect I have APD (all the hallmark symptoms, including chronic ear infections as a kid), and I do this constantly. I think my "what?" is a sort of defense mechanism not to actually hear the words again but to give my brain more time to process what's been said. Of course I also often do it because I couldn't understand, particularly with noisy backgrounds.
My sister thinks she might have it too, and we often describe our experience the same way where it's like we hear something twice. Once is the physical hearing where our ears collect the sound, and the second is the mental hearing where our brains process the sound. For most people I don't get the sense these are perceptibly different phenomena. But for us, it's two distinct steps that are often seconds, in rare cases even minutes apart. "What?" can grant me those seconds to process.