List any and all prior names used.
As a trans woman I'm regularly prompted with this on immigration-related applications and trust me, disclosing my prior name is reallllly unpleasant for me, but I do it anyway. Never had a problem.
Disclosed prior name on my Global Entry application. CBP officer never mentioned it once during my 30-minute interview. But to give you an idea of what they dig up, he was aware that a US citizen I spent a lot of time with had just moved back to the US from the UK, and thought it odd that it coincided with my GE application.
So yeah, disclose it or expect them to find it anyway and ask why you didn't disclose it.