TMMT

You should just use whatever the legal name is at the time an authorized user is added.  Then if that name changes at a later date as the result of marriage, notify the credit card company and they will issue new cards and also update the credit reporting agencies.   Thier credit report will list the new name and also the maiden name as an AKA.  My wife made a last name change prior to arriving in the US or recieving her social security number and both names are accuratly reflected in her credit reports based on her being an authoriized user on my accounts.

I think the earliest you should do this is at your future wife’s I-485 interview (if she has one) or after your future wife gets her green card. 
 
Better yet, withdrew the I-129F, change your name, get married and file I-130/I-130A. 

Do the name change if you want, that should take a few months.  Then when your fiancé has their interview, they can correct the I129F.

I'm literally at the beginning. I filed August 2022, it was accepted Sept 7, 2022.
 
@Mike Eahh ok, now that I've read that, it makes sense.. well darn

Guess I shall add here too, especially since I've been spectator for the better part of this year lol.
I-129 F Sent -  August 30, 2022 I-129 F Received - September 2, 2022 (NOA-1)  (this is strange because USPS showed it delivered to the PO Box on Sept 3rd @ 6 am lol? But I'll take it!) I submitted payment via G-1450 form, charged September 6th I-129 F - Notice Date - September 7, 2022 (text/email sent to me, paper copy on the way)