This is the same situation that my wife's other guy is in. He has always told me that he does not feel jealous of me because obviously I was here first. We have not really had a good talk about it though.
When we do talk we tend to concentrate on the positive things I suppose.
I would suggest self examination of your jealous feelings are the way to go. Try to dismantle them logically and they might go away.
By the way it seems like you two are doing pretty well under your own steam. Give it time.
"The secret of life, though, is to fall seven times but to get up eight times"