@HMS_Prince_of_Wales I'm exactly a good writer to give advice, but if you want to hear it.
First, keep the pace slow for build up in beginning like 1-3 chapters.
Don't immediately have one character from another world telling the other world's inhabitants that they came from another world just like that, especially if that person has military/secrecy background.
They should keep crucial information in unknown situation and tread carefully with their words when having conversations because there's no telling whether it could lead them into better or worse situation.
After the introductions are done, then next one is building up the trust between two parties. Let both parties learn each other while the one from other world still keeps his/her origin.
I often found this scenario in AL crossovers here.
The protagonist: I'm from another world where I'm a super strong warrior.
Shipgirls: Okay, we believe you. Will you fight alongside us?
The protagonist: Yes I do.
Shipgirls: (OMG. I think I'm in love with him)
And these part is more than enough for me not to read further...