When my wife and I first started dating and I realized there was some level of connection we sat down and discussed it, I’d been through this before which helped a lot. She was more than a little leery of of the relationship I maintain with my ex (a couple of them actually, but one in particular) because my ex and I were and still are very close. I explained as best I could the relationship my ex and I shared (she is my best and closest friend and I’m hers, it’s been that way for a long time now) and did what I could to offer assurances that my ex was an ex for a concrete reason and that there was no threat. She said there were several things, over time, that made the difference in being able to handle it and finally move completely past it. (A lot of it also had to do with my wife being a strong and good person, not to mention her love for me – though she’d never admit it.)
Day to day I put her ahead of my ex (which apparently was a big fear of my wife’s). Reading it sounds a little silly, but if you’ve gone though it you know the insecurity I’m talking about.
I never tried to hide anything I did with my ex – it’s all about trust and communication.
Their having a private discussion of the relationship and getting my ex’s perspective apparently made a huge difference; though that, for some reason, was pretty nerve-racking for me, I just didn’t think it would end well.
Finally, sort of like what you said, except gradually rather than suddenly, my wife came to realize that just because I whole-heartedly love my ex and always will, doesn’t take away from or lessen the love I have for her.
Several years later, my wife and I couldn’t be happier together.