For me, dealing with self esteem has been a life long struggle, so I can very much relate to what you are saying.
What has helped me is being kind to myself. A lot of times we are far too hard on ourselves, overly critical in a way you would never be to someone you love. Have the compassion for yourself that you would someone else who isn't feeling so confident and know that you deserve that compassion.
Also, every time you look at yourself in a negative way, force yourself to at least acknowledge something positive about yourself. For example, I don't like my nose. If I dwell on that while looking in the mirror, I feel ugly. But sometimes I can bring my whole face into perspective and I realize I'm not ugly. Or, when I do something stupid, I acknowlege all the things that I've done that were smart.
And just realize that your fiance's perception of you as beautiful carries just as much weight as your own perception of yourself as average. People have different ideas of beauty. I used to really get hurt when I felt people didn't find me attractive. Now not so much because I realize some people find people I consider stunning or gorgeous average or unattractive.
I still struggle with self esteem. Maybe I always will, but I'm kinder to myself and I realize that my opinion, my thoughts, my feelings, my beliefs all matter. I realize that needing to be considered beautiful by others to make me feel good about myself puts me in a vulnerable position because beauty is subjective, AND it puts too much power in the hands of others, not all of whom have your best interest in mind.
When your fiance says you are beautiful, believe him.