I did that as well! We printed screen caps of when we became 'in a relationship', 'engaged' and 'married'. Also screen caps of wedding photos with comments from friends and family, and showing that my friends are on his page, and his friends on my page. We also used the inbox and printed off private messages between me and his family.
The only thing you have to think about is what is available to the public when viewing your Facebook. Could the IO view your facebook and see your pictures? What if you have pictures with an ex boy/girlfriend, or out partying? They might read something into that, so make sure your FB is scrutiny free before sending FB as proof!