The Ex factor, is there something more than that?

First of all - he's your fiance and he *definitely* shouldn't be flirting shamelessly! If he does it and you don't care there is probably something very wrong with the relationship!
Because these shameless flirts will develop into something bigger later on and it will be too late to accuse him of it - because you've not only tolerated it all the way, you are doing the same thing too!

He's with you now, but it doesn't mean he won't leave you when one day he finds someone who he thinks is better than you! If you really want this relationship to go well, tell him that his flirting is bothering you - and listen seriously to his response because it could mean everything. If he says you're paranoid etc, he does not respect you as much as he should and you should reconsider him being your fiance, or put off the idea of marriage until he has learned to respect your feelings more. At the same time, stop flirting with other guys if it is becoming a "fling" - everyone flirts with the opposite sex more or less, yes, but you have to be very clear in the head that you're respecting your partner at the same time.

All the best.