One of the characters mentions "the incident," referring to a point in time after which there were more people claiming to have superpowers. "The incident" refers to the Chitauri invasion of New York in The Avengers (2012). This ties the series in with the Daredevil (2015), Jessica Jones (2015), and Luke Cage (2016) storylines, as well as the MCU. (The incident that is also mentioned in the aforementioned shows.)
Kun Lun sounds like a Mandarin place name (and Danny speaks Mandarin, definitely not Tibetan). But his description of the place - as a heaven outside of this world/dimension and only accessible through extraordinary means, where a war is immanent between righteous Buddhist warriors and "mleccha" (anti-Buddhist barbarians) - is strikingly similar to Shang Shung, a mythical kingdom associated with the Kalachakra Tantra and the inspiration for Western depictions of Shangri-la.
The two monks, Chodak and Tashi, are not dressed in Tibetan monastic robes (which are a deep red, often with a yellow shirt underneath), but their names are Tibetan: Chodak means "Lord of Dharma" and can also refer to a protector of Buddhism. Tashi is a very common Tibetan/Himalayan name, meaning "Auspicious" or "Lucky."
Danny Rand and Joy Meachum separating the brown M&M's from the other colors may be a reference to a famous story regarding the rock band Van Halen. During the 1980s, the band had a strange request as part of their tour rider asking for M&M's with all of the brown ones removed. For many years the reasoning behind this was unknown, until singer David Lee Roth revealed in 2012 that this was done to ensure that their demands had been read in full due to their elaborate stage production.
Harold Meachum's name in Ward's phone is Frank N. Stein. David Wenham, portraying Harold, starred in Van Helsing (2004) in which they encountered Frankenstein on numerous occasions.