In the event you decide not to 'wait'.....
...While waiting would be the right choice, usually people have a hard time following that advice.
Learning to wait, and see the bigger picture tends to be done by those who have a history of making the mistake and learning the lesson. Unfortunately it seems to be one of those things about life. We know better, but sometimes our emotions rule us. Especially when we are younger, OR it is our first time.
So much like the talk about 'sex', instead of promoting abstinence, I will promote 'safer' poly play.
So,...in the event you choose not to wait : This guy that you feel feelings towards. Is this very person-specific, or do you believe that you have the potential to find someone closer to home ?
Have you talked with your fiance about 'distance' ? Some spouses prefer that their partner have relationships far away from home, and some spouses prefer it to be as close to home as possible for safetys' sake.
Have that talk with your fiance. Find out his comfort level.
Have many talks about various scenarios with your fiance. You will find while your love with him is young, that will dictate how your secondary relationships will also go. You may find that there will be a lot of 'rules' with your secondary. Do any future secondary a favour, by making sure that your fiance and you, agree that rules are there for safety in the beginning. BUT that rules need to grow and change as the relationship grows and proves itself. I see many poly relationships end, due to the stringent rules that have no bend or give.
For example : He has told you that a STD or a unplanned pregnancy will call the relationship off. Those types of concrete comments, are very much a part of a new love. The longer a relationship goes, and the more history you have, the more unconditional love tends to become. Not always, but many times.
This also happens in secondary relationships. Be aware of the fact that you might find yourself struggling to keep up with the demands of a baby, and both a primary and secondary partner that are changing and demanding of you, all at the same time.
This will definetly cause a sense of overwhelming feelings. If you find while this happens, that you are 'looking' for someone new to take the edge off,...please recognize a pattern starting to develop, and take a long hard look at your feelings of polyamory.
As for your actual question. I think many males find the idea of the sexual side, easier to handle at first. As time and experience goes by, they open up to SLOW signs that emotional involvement is ok, and won`t damage their current relationship. How slow that goes ? Is a personal thing, depending on the people involved.
Expect him to give conflicting comments. His own feelings are probably very conflicted. I think by the sounds of things, he is already giving you exactly what he is and feels. Some days he likes the ideas, other days he is scared by it. There will be times of jealousy and pain, and times where he encourages you.
It is a rollercoaster, plain and simple.
Stay open,stay honest, and don`t do anything with anyone new, out of a reaction to stress.
Keep it real, and look after yourself.