It seems to me that the people who learn to not allow their sexual fetishes to be a huge confusing deal are the ones who learn to focus on their relationships, on nourishing their feelings of connectedness to others.
If your fiance accepts your cross-dressing then you're really lucky cuz now you have the opportunity to normalize this aspect of your sexuality without having to either fight it -- nor nourish it -- just let it be what it will. Enjoy it, make friends with it, accept it. Wearing panties never hurt anyone.
And nourish your relationships.