If a studio were to approach me to write the series and I set about outlining the over all story arc, there are really only two ways I see being reasonable. Either have the first episode set almost entirely in K'un Lun but with heavy flashbacks to his pre-K'un Lun life (a lot like the mountain scenes in Fraction's run where Danny remembers his father'sand mother's death before being taken in, but also probably even more before that. You'd want to really highlight the outsider aspect by bringing in a lot of Earth/western/modern culture.At the end of the episode, of course, he'd choose to leave K'un Lun and you'd have the final shot/scene being him first setting foot in New York, totally out of place and clashing in every way.
Either that or you'd want to use that shot as your introduction. Start immediately (or almost immediately, you could have an "opener" that is Danny's last moments in K'un Lun) in New York and slowly reveal his past through flashbacks and the narrative. It's like a mystery but only for the audience.
Otherwise that shot of Danny first entering New York would naturally fall at the end of the season, placing the whole series in K'un-Lun which is not going to happen.Of course you do that for a couple of reasons: to maintain a similar tone throughout the series (you're trying to build a base and it rarely helps to draw in a crowd that, say, is attracted to the fantastical only to ditch it all two episodes in, especially since by then you've lost the fans of the Kung Fu In The Cities fans) and due to the natural pacing of stories. But now that I'm thinking of it, this is a Netflix series. They aren't like TV where you have to build audience members week to week. You just dump all the episodes at once. That could actually free you up as a writer (something that can be quite fun and quite dangerous as most artistically inclined people would agree, I believe). It could intentionally be a lot of fun for the writers figuring out how to divide the episodes down the middle, for instance.