During our engagement, can we build shared acts of worship without crossing the limits of interaction?

Yes, with practices done each in your own place but coordinated together. A fiancé is not yet lawful to you, so meeting alone, even for worship, is not the way. Instead, set the same goals, such as reading one juz a week or voluntary fasting on Mondays, and carry them out in your own homes. Pray for each other without needing to exchange long messages every night. Attend the same lectures or marriage fiqh classes, with family or friends present. Share progress briefly through messages you would not mind your families reading. Worship coordinated this way builds spiritual compatibility while protecting the honour of you both. See limits of interaction.