It would depend on a number of factors such as how long have you and your fiancee been together; the extent of your financial co-mingling; any children born together; extent of evidence showing co-habitation; etc. It is possible to file for adjustment while your in proceedings once your I-130 Petition is approved by USCIS. A thorough consultation with an experienced immigration attorney will be beneficial.
The employment authorization card, at times, arrives after the interview with USCIS. Please prepare for your interview with all original documents: birth certificates; marriage/divorce certificates/passports/etc. Once you get the green card, the employment authorization card is invalidated and unnecessary. If you still feel anxious, you should arrange an in person consult with a local immigration attorney who may be willing to represent you at your upcoming interview.
More information is required to determine your eligibility for naturalization such as your criminal history, if any; dates of entry and exit into United States since becoming a PR; length of time in your State; etc Please have an in person consult with an Immigration Attorney before proceeding.
Details for the R-1 Temporary Nonimmigrant Religious Worker Visa may be found at http://www.uscis.gov/working-united-states/temporary-workers/r-1-temporary-religious-workers/r-1-temporary-nonimmigrant-religious-workers. You or the employer should enlist an immigration attorney to assist with the process for change of status.
There are a number of forms and supporting documents required for the K-1 process not to mention communication with USCIS / NVC and the Consulate. I would strongly recommend that you enlist a competent immigration attorney to make certain you meet the K-1 eligibility requirements and to guide you through this process.