Re: am i being selfish?
I'd say do your own dholki. Like you said, you don't have to share the limelight, and these special moments will never come again, rather they pass by so fast! I agree with keet! You cud just politely tell her that ud rather hav fun at the dholki, and when you're also the bride-to-be then u hav to sit back all formally n blah..
Plus, both of u hav different friends/ fiances.. u will then also be sharing the dholki songs (esp the ones where they mention the groom's name) with her n her fiance'.
Ure definitely not being selfish. It's ur wedding. Do what ur heart wants :) Also, u never know with the elders in the family. What if they find this convenient.. eventually they might suggest/ pressurize u to share the mehndi/ shadi n stuff too. I wouldn't do it :)