My fiance's ex girlfriends existence drives me crazy.?

When we first started dating over two years ago, I had gone through his text messages and found him still talking to her and he had helped her move out of the apartment they used to share together. We broke up over this and ended up getting back together. He had dated this girl for three years, so over those three years she had become friends with all of his friends. Now this girl still remains friends with all his friends. She shows up at his best friend's Birthday party, comes to the group campsites we get, and is just always at something going on. My fiance and I only recently got engaged, and the other day as I was sitting at the kitchen table and his phone was by me, I saw a text come across his phone from her that said "heard your getting married, congratulations". He didn't know I saw this and he picked it up and texted something back to her. Now his sister in law is hosting yoga classes every week, which I have been going to. However, last week I didn't go and my friend reported that the ex was there. I said I'm not going anymore and my friend said I'm being petty, to get over it and just be nice to this ex. What do you think? Would you go? This girl just won't go away!