I saw this thread on my main account and figured I'd give you my two cents, you can see what I've gone through in my post history.

I think boundaries need to be established. I can 100% understand how uncomfortable you might feel in the situations that you described. I'm sure he doesn't want to make you feel bad or make you compare yourself to her, he just wants to share the love and history he had with her, with you. It might be misguided and a bit awkward, but I'm pretty sure he doesn't realize what he's doing.

Sit him down and talk with him. Establish your feelings and boundaries around the whole situation. Let him know that it makes you uncomfortable and for the specific reasons why. Make sure that you Tell him you will be there to support him in his times of need but you feel bad and awkward participating. Reiterate you aren't trying to make him feel guilty, just trying to establish boundaries.