That's cool, that's interesting. In my experience, Dungeon World works best when you open with a bang; it serves the same function of letting everyone get used to their abilities and simultaneously showing off to the rest of the group. If you start them off separately, consider beginning their narratives with the same spirit, like open with a pivotal moment: "Thief, you're hunched in the back room by the safe, magical alarms ringing like crazy, a pack of guards banging on the door. The heist was supposed to be so easy, but you'll have to figure out what went wrong later, the door has started to give and you can see the first guard readying his crossbow. What do you do?"
Also, don't rule out just starting them together and letting them riff on their backstories in play. "So, here you all are, barely more than strangers. The Black Wood Beast is only fifty paces away and it's just bitten a deer in two. It sniffs the air and turns toward the boulder where you're all hiding, letting out a snarl. How did you let the Captain talk you into this?" And as the game progresses, let them determine how they came to be there.
Either way, you'll find that letting the players fill in the details makes them more invested in the game world, not to mention that it saves you prep time. Win-win. So always be like, "where did you learn to do that? How do you know this guy? Who gave you that lucky lockpick?" Stuff like that will give you great idea fodder.