Usually there are two different places where you can get your name changed, and that would be city hall or the courthouse. If not, they should at least know where you have to go to get it done. And your name would have to be legally changed, before you could change the name of your visa, which would probably have to be done at the embassy. But my best friend is from England. I'll text her, and she if she knows anything. Legal stuff is always a hassle lol.