You did the right thing applying for the SSN in her maiden name. It's much easier and less hassle. Now you apply for her AOS in her married name. WHen the EAD or GC come in you go back to SS and do the name change.
It really is not hard to change the name with AOS. No extra paper work, after Naturalization it's actually more work. You have to run all around changing her ID, SSC, medical, Insurance and phone, DL, and any other things she obtained while living her life. All that would that would have been issued in her married name right off the bat by doing it at the time to AOS
I have never changed my last night in Canada as there is no need. I left everything as is, except my bank account and that only took my marriage certificate. Everything else is still in my previous marriage's name. Heck some countries will not allow name changes anyway, so those ppl just carry around the marriage certificates in those situation when traveling.