yeah you cant do that
by you crossing the border and knowing you were filing for K1 (fiance visa), then you must have had immigrant intent when you crossed. what you could do is have a 'spur of the moment' wedding without all the grande affairs (drive thru elvis wedding chapel in vegas comes to mind), then you can adjust status as a spouse of us citizen and the immigrant intent will be forgiven. but the fiance visa, you cant stay while its processed across the border, negates its purpose. you could go back there, have her file, and possibly visit while the k1 visa processes though, while proving strong ties to home. luck to ya