We did same as Clayton.
All the documents (Bank Account, driving License, Tax file number, etc etc) Ming used "Ming Zhang Evans, so she gets to keep all her Chinese names and also adds my surname to it.
I checked with my Lawyer if there was any more legal/formal stuff we should do to legitimise this change to her name...but he said no, Common usage establishes the precedent at law for her "new" surname.
But interestingly, if she wants to adopt a new Christian name, she has to do it legally through Deed poll....maybe you guys who give your wife a Western Christian name might consider that unless you make a legal change through the due process, her new Christian name is not legal. But of course, it does not stop you using it, only that it cannot be used for legal documents etc.
BTW...we had a lot of fun devising a new signature for her...in English, that she could use when signing stuff in her new name...we thought it best not to use Chinese characters for her name !!