I do not wish to prolong this and I have no direct knowledge re Naturalisation Certs but this is what the Border Agency say re name changing (if it were not possible then why would they issue the guidance ? )
2. Procedure where an applicant for citizenship sends in documentary
evidence in different name(s)
2.1. Guidance issued with application forms advises applicants that they
should ensure that the details provided are correct, as these will be
entered on their certificate of citizenship. We would normally expect
the name used to be the one that is on a person’s official documents.
If the name that they are using is not the one that is on the current
passport, travel document or identity card, they are requested to
explain the discrepancy and send documentary evidence to show that
they are known by the name given, such as a marriage or civil
partnership certificate, change of name deed or other official
documents.
