Here's the skinny on making an embroidered heart with you and your fiance's initials. While I made the dress as well, this is something you could do to a store bought dress, though I imagine it would void any kind of return policy. For this you're going to need embroidery floss in whatever color suits your fancy, a large eyed needle, a piece of paper and some basic art skills or a computer.
Step 1: Making the Design
Since you're embroidering the dress directly, you want to make sure of two things: 1, that you don't screw up, and 2, that you don't leave marks all over the dress. I did a test run on a separate piece of fabric before starting to see what this would look like, just freehanding. Seeing how lopsided my heart was, I knew I wanted to actually plan better for the real deal.
I had no plans of drawing on my actual bodice, regardless of how well the marking pen says it will come off. Instead I drew my design on a piece of paper that I then pinned to the front of the bodice. For anyone who has gotten a tattoo, that's what I felt like I was doing as I started sewing.
Step 2: Embroidering
This step would have been a lot easier on my dress if I had done it before pinning the dress to the form. With a lace up back, I didn't want to unlace it all to lace it back up again. I would recommend waiting until the dress is done to make sure the heart sits where it's supposed to.
Start sewing! Starting at the bottom point of the heart, put your needle (from the backside) through the fabric AND the paper. Your thread should be loose - not doubled over and knotted at the end. As long as there is a reasonable amount of tail, you won't lose the thread through the needle. Bring the needle back down through the fabric in a medium length stitch. As you get to the curve of the heart, the stitches will get a little smaller to allow for the curve.
Step 3: Embroidering Continued
You can choose to do a running stitch (just continuing the stitch you just did) which gives you a patchy looking heart. Or, you can backstitch for a fuller heart. When you backstitch, make sure that you bring the needle back up in the middle of the previous stitch. Continue this, following the line on the pattern.
Step 4: Removing the Pattern
When you have stitched the whole heart, tear from the edge of the paper until you reach the heart. It should naturally tear away from the stitching. Using a pin, work the edge of the inner heart out, and pull it off. Tie the ends of your thread off on the wrong side of the fabric.
If you want to add your initials to the inside, you can leave the inner pattern to do that, or you can freehand it, as it's much easier to freehand letters than a heart!