Yes! go to the video game thing, by all means. Make sure he wears something attractive.
Maybe you guys can have "Board game night" once a month or so. Invite friends you've met, including one or two nice geeky single girls who happen to like guys just like your fiance'. Or do an old-fashioned pen-and-paper RPG weekend.
Do you have console games? You can have a big multiplayer fest. Or a LAN party. (Do they still have LAN parties?) Do the same thing; invite a few of his friends and a few of your friends, and make sure you include one or two single girls that have a lot in common with you.
You don't ever have to say a word about his girlfriend. Just keep dangling fresh bait in front of him, and leave it up to the girls to show their interest in him. He'll either get a clue or he won't, but either way you'll have tried.
- saphie, who also loves geeky guys