You must be right, but I guess I got confused by her announcing herself as "Mizz Dolley" when she knocks on "Linda's" door. It makes more sense that she was using it as a diminutive of Mrs. rather than Miss. D'oh!!
And don't forget we get a pre-stardom Ruth Hussey, too!
When I was in college (when knighthood was in flow'r) I would force my friends to watch a lot of old movies. THE THIN MAN series was always a favorite and went down very easily with the group. Invariably, no matter who I showed this one to, they would be ROLLING on the floor during Marjorie...