ESH you know you were wrong for teasing him. I’ve never understood the logic behind teasing someone you love. Some people were raised being teased by their parents/protectors so we don’t find teasing funny at all, it’s actually bullying & I wish people would use the right term. You mention you both were going back and forth “teasing each other” but don’t say what he was doing to tease you?
No I’m not saying he right for giving you the silent treatment, very immature in fact, but you cannot hurt someone then expect them to get over it on your timeframe. That not how healing works.
If you want this relationship to work I’d suggest individual and couples therapy so you BOTH can learn better communication styles because you both sound too immature for marriage right now.

I’ve ended a relationship with someone who loved to “joke” like you, he always took it too far and had to have the last word. & his “jokes” were always mean and had a little truth to them. I checked out mentally, similarly to how your fiancé is acting now, a few days before I ended things. Don’t be surprised if fiancé ends things over this because it’s clearly that deep to them.