help please for doc. of legal name change

We are asked for RFE of I-485. Now we have a problem for my daughter’s name change. Her given name in China was Ping and we gave her an English name Susan in New Zealand. So Susan and Ping became her first name and middle name, respectively, when we applied for New Zealand citizenship. Now we need to “documentary evidence of legal name change”. How can we get such evidence? Your help will be highly appreciated.