I think that would be best......just be sure to not put yourself in a situation that would in any way tempt you to do anything with your ex...make it a meeting in a place that is public yet stills provides enough privacy to have a good discussion and to be able to get all emotions out.
You and your ex are probably two different people than you were back then....
This closure will help you fall more in love with and appreciate your fiance even more!
I'll be praying that everything works out and that you will be blessed with a marriage that has no bondage to the past.