Yes you defiantly need your Cenomar for the Embassy.
Be WARNED, if your fiancee tries to get your Cenomar they will refuse her. She can get her own but she will have to have a written letter from you at the least, maybe even signed ID with the letter, i am not totally sure how much. My wife was at the NSO all day to get both of ours and could only get her own. Best thing to do is fill out the online form and send it in. You will get a reference number, give this to your fiancee with the money and she can pay for it over there. This is by far the easiest way and what we had to do, or even easier now to pay online and get it send to your fiancee home.
Check out the link Lastlid posted up, you can fill out the form to see how easy it is, just do not click send.