To tell you the truth, when you are having difficulty coping, I don't think friends is any help to you. Everytime you see him it is a trigger - better to let the wounds heal. If he still wants physical affection, that too is a trigger when you are forced to break up with someone.
A clean break could be your eventual path to freedom.
If you feel differently, I respect your opinion. My friend had fallen hard before and a clean break was the only way they started the healing process.
Therapy is good and so are all those activities. Especially ones where you socialize with people if that is comfortable.