Yeah, if you're using the official web interface it has that customisation menu as @KinkyKobolds said ️

If you're using something else to access Mastodon, it may or may not have these very specific options, it's worth checking the notifications section just in case.

If your favourite app doesn't have these options, it should at least have the option to just show mentions (usually tabs at the top saying "everything" and "mentions").