JourneyBefore

Anyone not a USC could always be denied US entry.. but I don't recall any post on this forum where anyone was denied entry (in your case boarding a US bound flight in transit to an int'l flight) for specifically a name change following a marriage and while carrying requisite documentation. 
 
I wouldn't worry about it tbh. 

Exactly as it says, recommendation not requirement. I'd just gotten a 10-year visa the year before I got married, and used it plus new passport & marriage certificate a good few times to enter US - that was telephone advice from the consulate as I recall, it was still in the days everything was submitted on paper anyway. Given that you are basically only transiting the US (you'll have proof of your onward ticket of course) I wouldn't worry about it, especially as you presumably have a computer-printed Canadian marriage certificate? I'd be more worried presenting (as some countries do) hand-written certificates from places known for visa fraud. 

It is a recommendation, not a requirement. Boils down to your appetite for a calculated risk; skip the visa process with a valid visa, or $160 could seem reasonable to a risk-averse individual. 
 
Carrying a name change document like a marriage certificate, and both passports usually does the trick.