One of the things I've enjoyed about the GrimJack work of the last few years is that Ostrander and Truman have made it a point to craft stories that newcomers to the series can follow. At least, that's been my perception of them as I've read them*.
I know there have been complaints online about the fact the most recent work has been mini-series set before the ongoing ever started, rather than picking up at some point the ongoing left off at, but I think that might be a mistake. Sure, these mini-series might not attract any readers unfamiliar with the concept, but I imagine the people involved would prefer it did. Which means I don't think you can assume everyone will easily follow that John Gaunt lives in a city that is the nexus of realities, so the fundamental rules can change from block to block. Or that Gaunt's fate is tied to the city's, and he's doomed to be reborn again and again until the city is destroyed, with the memories of his past lives along for the ride.
Maybe you can make that work, make it seem an attractive hook to the new reader, but I think it's probably a better to go with a "standard day for GrimJack" story to get people interested in the character, which might encourage them to pursue trades which get into the more complicated work. In the meantime, there are still opportunities to enlighten readers about the character as they go along, through dialogue, inner monologues, the art, etc., but in a way that works with the story. That way you avoid exposition dumps in the middle of your comic.
What I'm going to try to do, starting tomorrow, is go through the issues of Manx Cat as they come out, and see what Ostrander and Truman tell us about Gaunt and his world, that a newbie wouldn't know.
* I guess I should try having Alex read an issue and see if it makes sense to him. Maybe next month.