Can I change my name in secret?

I am planning to get married soon, but for various reasons we won't be telling anyone for a while. I am looking forward to changing my last name as I don't want to be associated with my current one.

I understand that if I did change my name, I'd have to update my accounts for bills and subscriptions. I guess my only reservation is that I co-signed a bill with my parents, so there's a chance they could receive mail with my new name on it. I think that otherwise, I could go by my original last name until we're ready to tell people we're married.

Can I get away with NOT updating the info for the bill I share with my parents? And is there anything else I'm not thinking about? It's not a huge deal if I have to wait to change my name, but I would like to if it's not a risk to our privacy.