It's a really simple application - since he already has the automatic right to live in the UK because you are living and working in the UK, the permit is just a formality.You being pregnant has no bearing on it whatsoever (though you can mention it).
All you need to prove is that
a) you're married
and
b) you're an EU citizen working in the UK
So, you need to provide:
- his passport
- a copy of your passport photo page (preferably certified, but I think a regular photocopy may be okay)
- your marriage certificate
- evidence of your job to show your are exercising EEA treaty rights in the UK (job contract, letter from your employer confirming your employment, payslips and bank statements)
You should also include your refusal paperwork and a letter explaining what happened.
See here:
https://www.gov.uk/family-permit/documents-you-must-provideGenerally, an EEA Family Permit takes about 2-3 weeks to be processed (though it can take anywhere from 1-2 days to 6 weeks), though you can purchase the priority processing service for $228 to have it put at the front of the line (
http://www.vfsglobal.co.uk/usa/user_pay_services.html). With his previous refusals in the UK, they may need some extra time to look into the reasons for those refusals, so it could add 1-2 weeks onto the processing time, even if you use priority.