I like the coffee idea.
It's not cheating, even in a mono relationship, to go out for a friendly coffee with a member of the opposite sex. And if he's so uptight that he thinks it is, then it probably wouldn't work anyway.
It might open the door for him to ask "but I thought you were married" to which you can reply "I am, we have an open relationship." If not, and he's interested, he'll just accept, and then you can mention it at coffee.
“As I am sure any cat owner will be able to tell you,
someone else putting you in a box is entirely different
from getting into a box yourself.” —bisexualbaker