You could take it to a gun dealer, sell it to him for 10% or so of what it's worth. Then buy it back from him for 10% over retail value. Then it would be "in your name."
Oddly enough, I had to do this... Well, sort of. I put a rifle on consignment and it never sold after quite awhile and dropping the price to next to nothing. So, I won't mention the shop, but they required I do the NICS check to have my gun back. I almost had to pay for it too, but due to some unforseen circumstances for the shop, they didn't charge me. Had I known that ahead of time, I would have never put it on "consignment." I don't know if this is typical practice, but would have been nice to know ahead of time.