In the parlance of undercover operatives, a “legend” is the false identity one concocts to infiltrate a criminal network. “Your legend has to come from you, or it won’t work. Your legend has to be part of you, or it won’t work,” explains Don ( Steve Coogan ), a British customs agent charged with training a group of amateur spies to infiltrate heroin rings in the twilight of the Thatcher era. “And when legends don’t work, people die.”  “Legends” is also the name of the compact, compelling Netflix series Don kicks off by assembling a ragtag crew of secretaries, airport security officers and other understimulated misfits from his agency’s ranks for the mission at hand. Created and written by Neil Forsyth (“The Gold”), “Legends” is loosely based on a real set of customs operations in the late 1980s that intercepted several tons of narcotics with limited budget and resources.…