Change the title?

Yes, it is, using a default WordPress filter:

add_filter( 'the_title', 'rgc_modify_feed_title' );
function rgc_modify_feed_title( $title ) {
	if ( ! is_feed() ) {
		return $title;
	}
	$site_title = get_bloginfo( 'name' );
	return $site_title . ' - ' . $title;
}

I’ve done a quick test and this appears to do what you’re asking for. You would want to add it to your functions.php or someplace like that–just make sure you have a backup first. HTH