I just did my name change as my citizenship application was taking too long and I am due in 6 weeks and I didn't want my child to bear incorrect name that I currently use. Then I just got my oath letter. =(
So I feel like I wasted good $137, but at least I have some official document to prove that my name indeed change.
My advice for you:
If it isn't urgent matter, apply citizenship with the new name and don't bother changing it later.
If it is urgent, you can always get the name change certificate through your provincial government.
