Very similar situation to myself and my wife, we are both in the higher tax net, and both in full-time employment. You have a choice between Single, Joint and Separate assessment.
By the looks of it, you want to remain as is, i.e. single assessment. However, even if you tell the Rev that you are married (which you are obliged to), they will still leave you in limbo as regards assessment unless you call them up and pick one of the three assessments above. Even though we were leaving it as Single assessment, we still had to tell them that.
I'm not sure why, but was told very clearly by the Rev that this was the case. Once I did that, we got tax certs in the post for the previous four years we were married, so clearly this was preventing them issuing the certs.