My baby also is a premiee (born at 33 weeks). As per the nurses in my country, we don't need to feed new born baby water. When my baby was around 1.5 months old, one day, my mum found that I didn't feed baby any water since she was born. She said "HA, crazy! Don't listern to those foreigners. Baby also feel thirsty." So, I started to feed my baby some water between each feeding. She didn't drink that much, but that's ok. Just let them sip some water and get use to this habit (drinking water).
Since the density of water is much lower than the milk's one, you need to use a small size teat for the water bottle. My baby also got choke very frequent when drinking water. But, it is getting better when she grows elder. Don't worry. Your baby will get there soon.