OP,
You could say no and just not do this.
You could block her number.
She is a toxic friendship.
If your fiance was my son I would be strongly advising him to rethink marrying you.
You have allowed a clearly toxic relationship to control you.
Your relationship with your fiance is not important enough for you to take on board his views.
If your boundaries are so poor with friendships, then having a family would probably be a real struggle as you would be unable to prioritise when this friend would demand something.
Can you see how this must look from the outside?
This woman is controlling you.
If you were my daughter and you told me your fiance was behaving as you are, I would be recommending that you finish the relationship and move on to someone with self respect and boundaries.
In effect your friend is also controlling your relationship, with her influence on you.
I am not writing the above to be harsh, just to warn you that someone may well advise your fiance that you, your toxic friend and your lack of boundaries are just too much drama and to move on.