I have to say I can relate to your feelings of discomfort and guilt. I too have felt that and sometimes still do. It is quite normal and expected. It sounds like things are running smoothly, so hopefully you can just let it go in you head and allow it to leave again. I put it down to a number of things. Yes, what we have been culturally taught is one of them, but also that I have to ask myself if I have spent enough time with my husband or with Mono. That came later really, not at the beginning. At the beginning it was more the strangeness of not sharing everything.
I don't know if it is such a good idea to ask that your women spend time having sex with you together. There is something wonderful about getting to know someone as they are first. Developing a full rounded relationship including sex, before crossing over to sex together. All that should be on their terms and in their time.
If they are doing okay and getting along, showing compersion and the whole bit then why not sit back and enjoy the new life you have. You have wanted it and now have it. It's a strange feeling, but normalizes with time.
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