Yes -- Pesci's Engaged to HER

TMZ caught the odd couple closing down Ago last night. Pesci was there with his former Sports Illustrated model fiancee just a week after cameras spotted him with a car full of other hotties -- but not Everhart.

Angie doesn't have the best track record; she was engaged to Rambotox himself, Sylvester Stallone, and once said Howard Stern was, "the best sex I've ever had."

UPDATE: Joe Pesci's rep tells us, "There's no truth to the rumor (that they're engaged)."