Well, that’s a decision you must make together. I will say my wife and I were both in post-grad studies when we married, and, although difficult, made it word.
If, as you originally stated, it is causing you shame and you both know it is immoral, you know you need to put the brakes on it. Physical intimacy does physically and emotionally create bonds. My only suggestion is to find the necessary steps to avoid the temptation. Whether it be not being alone together or avoiding the type of contact that encourages intimacy, etc… difficult at first, sure, but the more you do, the easier and more natural it will become.
