You played it great! Whenever you see that she feels stuck in a situation... cut her loose! She'll remember that you did that. Next time your co-worker speaks to her... look at her in the eyes, and smile. haha, priceless! You'll be majorly hurting your co-worker's game.. but heck, he seems like a moron for stepping you over, anyways.
Find a new wing. Wings should never try to impress or step over.
*now that she mentioned that she's married... don't use the goldfish line. It's too late.
However, use the "I'm not jealous" line. It could fit perfectly with a smile!
Girl: "you know I have a bf, right?"
You: "don't worry, I'm not jealous." And smile.
As for girls having a bf, 30% of them use that to reject guys and another 40% aren't going to stay with that guy forever... so don't stop to that. Show her that you're the one.
By the way, if he blocked you and she rolled her eyes looking at you... this could be taken as an IOI - for you. It looks like she'd rather talk to you instead of him. Good job.
I'd never use a girl as a wing... I tried. However, use girls for feedback and help approaching other girls though. There's a great opener right there. Open a set of 2-3 HBs asking their help on approaching girls. Then, they'll obviously laugh, cuz you just used that "opener" on them... but tell the the truth, it took every onze on confidence you had to actually approach that set and that you need some game to approach "point out another set".