Outline each story within it separately.
Fix-ups, even those with plot threads running through them, have a rather episodic structure. Continuing threads are loose and rambling.
Which means, of course, that events are not obviously mortared into place up front. Which is, technically, true of any story, but most have less leeway.
It therefore helps to structure the outline so as to allow maximum play for shifting the tales about. Seeing how they fit into the overarching story.
Meanwhile, by the same token, there's the question of whether to actually put pen to paper for the opening stories before seeing more of the arc. I know who the villain of the piece is -- I knew her first, actually, if rather vaguely -- I know who the chief character is, I know somewhat what she will be doing when the grand problem comes clear. . . but there is still the possibility of stuff I want to foreshadow, even in a setting where I am setting things up so that the characters expect surprises. (That's one problem series have, if you fix stuff in stone and realize you need to change it later.)