What will determine whether or not he thinks it is "gross", will be determined by how emotionally mature he is.
As your profile indicates your age as 30+ years old, I'll assume that your boyfriend is close in age.
Do either of you have any special emotional, developmental or psychological factors beyond the loss of your virginity, that bear consideration?
Assuming that there are no such considerations, if he's that old and is squeamish about such things, I would suggest re-evaluating the relationship.
Any emotionally mature guy beyond the age of... I don't know... 14? should have no thought on the matter beyond your comfort and pleasure.
Please excuse my curiosity. How does it come to be that in today's world, you have maintained your virginity beyond the age of 30?