What's a polite way to ert my personal boundaries?

This is a real issue of respect. Not only for you, but your fiance as well. There appear to be some underlying issues also. It is time to stop joking and just blowing him off. Many times we allow people to say and do things that are inappropriate by saying that is "how he is". You have 2 choices. Sit down with your fiance and tell him seriously how you feel this behavior is inappropriate and your feelings of uncomfortability. Then the two of you can speak with him. Or you can address this with him yourself. If you speak with him, be aware that the "crowd" including your fiance accepts his behavior and either approve of it or are afraid to confront it. There is some risk in all of this since it sounds like this is a tight group of people. Noone has the right to touch someone who does not want to be touched. Think about it. How would you feel if this were your daughter? Be clear, be direct, do not joke and you may find that there are a few others in this group who feel the same way you do.