I can understand that once you have had sex together it is physically difficult to stop. On the other hand, like one of the sisters told you, you have to be very careful if this relationship is the will of God for both of you. Though lust is natural when you are attracted to the partner , it should be practised at its time in marriage. I suggest that you stop seeing each other for a while and both of you pray for enlightenment from God if you care to know what is it that the Lord wants to say about your relationship.
I am doing this at the moment. My Pastor suggested this and in fact my supposed ',worshipper' stopped coming to church cause he does not want to submit to the Pastor . While we were dating he used to tell me he will not have sex but though he knew that I did not want to have even intimacy that can lead to sex and he knew that I would regret it afterwards, still did not control himself. I can not blame him but all this happened cause I was sowing in the flesh and the result is destruction ( James). So I pray that by God's Grace you will stop seeing each other until you know what the Holy Spirit is ministering to you. Remember from the beggining God said that Adam and Eve became one flesh. Flesh can not be separated. So better you be careful whom to marry. God tested Abraham when he asked him to sacrifice his son. He wanted to see who was first in Abraham's life. So check whether your fiance really loves you by him bearing staying away from you and check yourself also. In Revelation the Lord shows us that He expects us to have Him as our First Love. He said in Matthew Seek first the kingdom of God and his righteousness and all other things will be added unto you . Remember He is love and all He ask from us is for our own good.
I suggest also that you have a prayer partner and you fast and pray together. Read Isiah chapter 58, God bless u, U can do all things through Christ who strenthens you. (Phillipians) I will keep both of you in my prayers