Bizarre, have you guys tried for a multiple entry visa? I'm not in anyway an expert on this and I know for sure that there are others on here who will be able to give you all the correct info, but my understanding (and please guys, correct any faults here) is that:
A fiance(e) visa would allow her to come here to be married and she would be allowed to stay here a maximum of 6 months during which time she would not be allowed to work or claim public funds. I think you may need to give some evidence of your relationship however I'm not entirely sure However, this costs around $1,050 and after marrying (if I am correct) she would either file for a change in status to a spousal visa or would have to return home to apply for this spousal visa.
It may be difficult, especially as she has been sent home/declined entry. Maybe someone else on here can help clarify this with you.
I am not sure how difficult the multiple entry visa will be given the entry refusal but that would last a few months and would reduce the hassle and questioning at the airport. Still, this would be a visitors visa so you wouldn't be allowed to be married/she wouldn't be allowed to work while with you.
I'm sorry I can't be of anymore help to you just now but as I said, someone else on here should have some answers to your questions.
Best of luck!