Or maybe you could have a shower and include a "cute" little note that kindly explains your situation (i.e. that you are already in an established household) and suggest "if a gift is a must, we prefer gift cards or financial donations to help us with our new union."..just an idea! Not sure if the wording makes sense, was trying to recap what I have recently read on a wedding invitation and it was worded in good taste. Again...just an idea!