To be honest I think saying it in full sounds like quite a mouthful. Is it really necessary to be double barrelled? We weren't married when DD1 was born but it never crossed my mind not to give her my DH's surname, and now we are married so it would have made it irrelevant anyway? Obviously totally up to you, and you may not want to take your partners name even if you do get married in the future anyway!
Grace Roseanne is lovely. I was going to say Stephenson-Matthews, but actually Ohmyfuck is right, come to think of it. With Grace, it has to be Matthews-Stephenson. Just say it over a few times, you will see.