I've also asked this question on Math Overflow; I hope that asking in two separate fora is not a solecism.
Under an infinitesimal diffeomorphism the Riemann metric changes by the Lie derivative $$ \delta g_{\mu\nu} = ({\mathcal L}_\xi G)_{\mu\nu}=\nabla_\mu \xi_\nu+\nabla_\nu \xi_\mu $$ and under a change of metric the Levi-Civita Christoffel symbol changes by $$ \delta {\Gamma^{\alpha}}_{\beta \mu}= \frac 12 g^{\alpha \lambda} (\nabla_{\beta} \delta g_{\lambda \mu}+ \nabla_{\mu} \delta g_{\beta \lambda}- \nabla_{\lambda} \delta g_{\beta \mu}) $$ If one plugs the variation of the metric into the variation of the Christoffel symbol there are many terms, but in Bardeen and Zumino's famous paper on anomalies (Nucl. Phys. B 244 (1984) 421) they assert (eq 4.10, but in my notation) that $$ \delta {\Gamma^{\alpha}}_{\beta \mu}=\xi^\tau \partial_\tau {\Gamma^{\alpha}}_{\beta \mu}+ \partial_\beta \xi^\sigma {\Gamma^{\alpha}}_{\sigma \mu}+ \partial_\mu \xi^\sigma {\Gamma^{\alpha}}_{\beta \sigma} - \partial_\sigma \xi^\alpha {\Gamma^{\sigma}}_{\beta \mu}-\partial^2_{\beta\mu}\xi^\alpha $$ This last equation makes sense as an infinitesimal co-ordinate transformation or Lie derivative and greatly simplifies their later algebra. Is there a straightforward way to see the equivalence of the two computations? It's not plug and chug, but seems to lead into wasteland of Bianchi identities.