My cousen is married to Christian woman, from Britain. with both form Christian and Sikh ceremony.

As far as I know, She [the woman Sikh man get married] accepted the middle name "Kaur" [middle or last name for Sikh women] others than this, had no religious ceremony to officially convert the religion. Both of them are not very religious, but both follow their OWN religion for their families. It does not create any problem in their case. She still use her "Family Name" after the middle name "Kaur". Their Children are Sikhs, have surname Accordingly.

I'm not sharing my personal opinion here, only Real Life Case.