It sounds like you are doing something very right! We are glad to hear your brilliant flirtation has garnered you so much attention. You seem to be having a very sexy winter season indeed. Brava. As to your question, no, you are not doing something wrong by actively dating more than one person. Your dance card is allowed to be full. It is perfectly appropriate for a lady to take her time and pick just the right suitor. We see this in the wild in almost every species of animal. The male courts, the female is choosy. Natural selection makes a stronger species.
The one rub is honesty. If the information is requested of you, you must be honest with your dates about the fact that you are involved with others. Lying is never a good strategy and it is certainly not a smart move with a budding relationship. You do not need to divulge any juicy details, but if the subject comes up do not mislead your date into thinking you are his and his alone. If he doesn’t want to share then he can make a play to be your one and only, or he can bow out. That is his prerogative. But until you utter the words of monogamy, you can do whatever you like. You are a free woman.
So just be prepared to be real and be honest. Then continue to waltz on through your action-packed winter dating season with a clean and clear conscience.