Delivery I'm not so sure I'd let happen. As for the rest, I'm sure it's frustrating and obnoxious at times, but for the rest of your life you can take joy in knowing you made her days happy. Have a talk with her, but keep in mind you have your whole life ahead of you with this baby. She doesn't have that same feeling.
You can also tell the hospital who is allowed in to your room for delivery if she will not listen to you. Also you need to have a talk with your fiance to get him on the same page as you it's not fair to have to do all the stress on your shoulders. Sometimes getting an over excited parent to listen is their child putting their foot down alongside their parter.
I agree with edge07, let your fiance speak with her first. If he will not you should start with saying, "No thank you, I'm just going to take a quiet stroll alone to relax." I have an older couple at church that are very close to us, pretty much like parents, but often they can be too close. I had to learn to just say no and to be firm, honest, nice, but steadfast and convicted to my decision. You may have to try it, but still have sympathy for her, as you already do, but assert your feelings, desires, and needs by stop taking a back seat to her wants.
Its hard i knw... Man you want to sit down with ur soon to be husband first and let him talk to her..
Tell her how you feel. Let her know you are glad she is excited but you feel like you need some space.