I think it's pretty normal to still have subconscious feelings toward an ex, and the natural way for your brain to process those feelings is through dreaming. It sounds like this guy had a significant impact on your life, whether good or bad or in between.

If I were you, I wouldn't place too much weight on the dreams, or even the remnants of attraction. You're building something new and good with your fiance, and you recognize that your current relationship is healthier than your past one. Brains are just jerks sometimes that fixate on your worries and then manifest those worries in your sleep. The good news is that it's a totally normal way in which your mind takes stock of itself and sorts through complex issues like this one!