You can file a visa petition for him to immigrate to the U.S. and they should be able to process him through Paris.
The above is intended only as general information, and does not constitute legal advice. You must speak with an attorney to discuss your individual case.
You can sponsor him for a green card, and ask for it to processed at the US Embassy in Paris.
Mr. Shusterman is a former INS Trial Attorney (1976-82) with over 35 years of immigration experience. His response to your question is general in nature, as not all the facts are known to him. You should retain an attorney experienced in immigration law to review all the facts in your case in order to receive advice specific to your case. Mr. Shusterman's statement above does not create an attorney/client relationship.
He has to make a choice: whether to continue pursuing his asylum application in France where, if granted, all he will get is a "carte de séjour" and live in France,versus coming to the US to be with his fiancée, marry her, obtain a green card and make his life in the US. A decision needs to be made. This is not really an immigration law question, but one of personal choices that you need to make yourselves.
Kindly be advised that the answer above is only general in nature cannot be construed as legal advice, given that not enough facts are known. It is your responsibility to retain a lawyer to analyze the facts specific to your particular situation in order to give you specific advice. Specific answers will require cognizance of all pertinent facts about your case. Any answers offered on Avvo are of a general nature only, and are not meant to create an attorney-client relationship.
You can petition for him and process the visa in Paris (or any other country where he is living). You should consult with an immigration lawyer before filing. Whenever there are previous filings pending it creates more potential for conflicts and discrepancies, so you must be very careful.