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My girlfriend is Mexican and unless there is room for a middle name just put the last name.
You know the usual drill being in this busienss, this is not legal advice and you should consult the proper professional to find the best answer.
I would probably just put down "Coles", but it may be best to ask an expert, and since you are the AR Latin America expert you would be the guy I would call.
My best advice is to call the local consulate. Hispanic culture may have two last names, but American culture (for the most part) recognizes only one. Your middle name is your middle name; some people do not have one.
If it is not asking for a middle name, I would not use it.