Would there be any problem if the name on my undergraduate transcript?
No, for GRE It isnt an issue. I think all Indian passports are last name, first name, fathers name! I can give you 100% garantee it wont be a problem since I am done with the exams I dont think transcripts are also an issue as such!! See you are filling out your applications with the particular name in the particular boxes. So it shouldnt be an issue in general. But I havent really gone through this, so probably you might want to check it with admission counselling guys.