Funny that some posters mention seeing this phenomenon on the Queensboro Bridge. I wonder if they're talking about me?
I try to remember to shift down on the bridge. I do the first (uphill) half on the second chainring. I've never felt the need to go to the granny ring.
Marca, the NYC bridges (and I've commuted over all of them at various points in my life) aren't so bad. Don't worry, you shouldn't have any trouble. I don't, and I'm a middle-aged former sedentary smoker with a knee replacement.