fiance wants to hook me up with a girl

Ok so me and my fiance (male) talk really openly about our sexuality and he knows I'm bisexual but have only ever kissed girls, nothing more.. I was always brought up in a household with the belief that sex should only be with someone you love and want a future with, whereas my fiance identifies as a swinger (though he doesn't swing atm because I'm not confident enough to be ok with it).. but I have fantasies etc like any normal person and a few times my fiance has offered to "hook me up" with a girl to "explore" with (his words not mine lol) because he knows I have really low self confidence and never approach males I fancy, let alone women.. but my severe confidence issues, mainly about my body keep stopping me.. he would love us to have a threesome in the future and the idea turns me on but I can't get past my body issues.. any advice anyone?