If you could get dad invovled, maybe give his blessing, that would work a long ways towards helping out, if that isn't it possible as sometimes is the case, start slow, reassure him that this doesn't change his place in your life, that it only add's to it, and that he can love two men, his dad and step-dad. I am sure you are aware of this already.
Fiance should be doing no discipline, it isn't his place and will create a riff, that doesn't mean he can't corret him if he is doing something dangerous, or that in the future he won't be able to, but right know they need to work on their trust and respect of one another.
Simple family outing's are always a good start in forming a bond, and whenever possible step back from the situation, as one poster said let the fiance do the pushing at the park, begging off because your tired and just want to sit down for a minute.
And for your fiance, he can't take anything personal, that will be hard on his part especially since if he is trying hard.
We are a blended family, and it can be hard in the begining, but with a lot of love and patience it can be done! Good luck and congratulations!