I would suggest being clear about your feelings, and asking them to go slow, but not putting on the brakes entirely. It would be way hypocritical, and would likely breed resentment, if you denied them the very passion that you've enjoyed being in the center of, just because you're not necessarily front and center at all times any more. But your feelings are important, and it's ok to be having more trouble than you expected. Do some reading about jealousy (in case you haven't already been over there, www.morethantwo.com
is great for this), keep talking, ask for special treatment if you need it (maybe an extra-fun date just for you and her, or you and him). Encourage them to be completely honest with you -- there's a danger that they might hide certain things to spare your feelings, not realizing that that'll just make you feel a million times worse when you discover it.
Maybe it would be better not to do threesomes for now, if you have a hard time watching them? Just stick to the three dyads, maybe.
I really think you guys are going to be ok, you seem to have a good head on your shoulders! Just remember, compersion does not make you a good person, jealousy does not make you a bad person, they're just feelings to either enjoy or work through.