How to update Woocommerce order programmatically

I have made this function:

add_action(‘woocommerce_checkout_update_order_meta’, ‘my_own_function’);

function my_own_function ( $order_id ) {
$order = new WC_Order($order_id);
$order->shipping_last_name = ‘TEST’;
}

Now if I write the $order->shipping_last_name to a log-file in that function, then the name is correctly printed as TEST. But when I recieve the order, then that last name is the value that user gave when ordering.

So I believe that action woocommerce_checkout_update_order_meta is called before the order is updated with the user given values? How could I do this so that the value would be saved properly?

I have also tried this in the same function but the result is the same:

update_post_meta( $order_id, ‘shipping_last_name’, ‘TEST’);

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