Filing for a K1 Fiancé Visa while working and living overseas is fairly common, but the process can become a bit more complicated then when applying while living and working in the US.
First, I always recommend to my overseas clients that they establish or use a mailing address in the US to receive their Immigration notices. Receiving mail overseas can sometimes be a real problem depending on the country and location. To reduce the risk that you will miss a notice, establish a mailing address in the US and a plan for receiving your mail. A PO Box or the address of a family member should work just fine.