Anon, I am so sorry you have found yourself in this situation because it sounds incredibly tough. I don't think anyone here can give you a true answer, but I would like to discuss and reflect on several things you've brought up.
>I grew up in a very Catholic family and I to am Catholic and believe that Sex before marriage is wrong. It's hard to explain how I feel about sex exactly because i really like it but feel very guilty afterwards.
This is incredibly common. Your entire life you have been told that God is watching and judging you constantly. So when you break one of the rules he has laid out, you feel very guilty and full of shame, because you have been told you have done something wrong and that your eternal soul is in danger from it. But during the act, because you are human, you enjoy sex and crave it again later. So first you have to ask yourself, even if I completely gave up feeling bad and saying sorry, would God still love me? And the answer is a definite yes. According to the Bible, God's forgiveness is unlimited. So by the very rules you are feeling bad about, you know that your eternal soul is not damned and that all will be forgiven should you ask for it. Plus, what we view as a marriage is very different from when the Bible was written. If you guys are committed to each other, then God views heart vows as a form of marriage. This allows you to set aside the guilt of what you are doing and consider other parts of your problem.
>he starts getting resentful after I shut down his attempts to get frisky.
This concerns me. He isn't respecting your no, and he isn't respecting your shared religion. Marriages must be built on mutual respect and trust, otherwise they will crumble. When you say no about having sex, he must always listen. I have stopped men a few moments after penetration and told them I am not feeling this, and in every situation, they've stopped and respected that. They may ask why, such as, "Is it something I did?" and I just explain that I'm not in the right headspace. They then drop the issue and we fall asleep in each other's arms. Badgering, pleading, sulking, and the silent treatment are not appropriate. I worry that him refusing your no is part of a deeper problem where he doesn't respect you, but if you would like to work on it, you can use this script while you are both comfortable and clothed.
"Blank, we have discussed before about me not wanting to have sex before marriage anymore. I know you do not feel that way, but I do. From now on, I would like to remain celibate until marriage. I want you to respect my Catholic values by not complaining, pleading, or sulking in an effort to get me to change my decision. If this is a relationship breaker for you, please let me know." After that, it is up to him to uphold his side of the request. Depending on your age, I personally would expect the relationship to be a little frosty over the next two weeks. It's not ideal, and I hope he's better than that, but it sounds like you want to make this work and I don't want to tell you to break unless it's a serious problem. If after telling him this, he wants to break up immediately because he is unwilling to wait, that is heartbreaking, but it allows you to heal and to one day start to search for a different man who will respect you and your values. Then, set a boundary that you do not want to cross. I would recommend no hands in pants or underwear and that the pants stay on. This way, if he ever starts taking off your pants while you're making out, you can immediately remind him of your conversation and start to withdraw. If he becomes upset, this is a bad sign. It is definitive proof that he is disrespecting your no. That he is not respecting your body or your religion. If this is who he is, I do not think the relationship can be saved. Sometimes people having growing to do before they can be a partner in a healthy relationship, and they can't do it while they're in a relationship. I would recommend breaking up. Again, as amazing as he may be, if he doesn't respect your no, there is an ocean of guys who will who are just as amazing as him.
>This is causing a massive strain on the relationship and I always try to make it up for him in other ways like cooking nice meals and giving him extra attention
While it is always wonderful to do loving gestures towards your spouse, I worry that your mindset believes that you have to please him in other ways to make up for denying him your body. Your body is not his property. It belongs to you, and only you. You get to decide what goes in it and under what circumstances. You can work on rewiring your brain to be less fearful about allowing others to use you by telling yourself "I am worthy of respect. No is a complete sentence and I am allowed to say it. I will not set myself on fire to keep others warm." Saying this at least times a day and I guarantee you will internalize it.
>How do I keep celibate without my fiancée being resentful towards me for it?
Ultimately, you don't. His thoughts and feeling are his own to deal with and you have made a personal choice that as your partner, he has to respect, or else he has to make the decision to leave. Chipping away at your boundaries until you give in to sex with him is not an option, it is coerced sex and people who love each other don't pressure the other into coerced sex.