The 38-year-old Stirling man carded a two-under-par 70 on the tight course at New Dehli Golf Club to sit handily placed in the clubhouse, where American Daniel Im held the lead after a 65.
Out in one-over after dropping back-to-back shots at the eight and ninth, Lee transformed his round by picking up three birdies in four holes from the 12th on a flawless inward journey.
Scott Jamieson was the next best among a total of four Scots out early with a 73, which included a 6 to finish after he’d birdied the 17th.
Playing in the same group, Andrew McArthur and Jamie McLeary struggled to 75 and 78 respectively.
McArthur started with birdied but dropped four shots in six holes after the turn while McLeary’s card included two double-bogey 6s on the front nine.
Marc Warren, the other Scot in the field, was among the later starters and had Im to catch after the world No 316 set a hot pace with the lowest score to par since the event was first co-sanctioned with the Asian Tour last season.
The effort earned him a one-shot clubhouse leader over Thailand’s Prom Meesawat, with local favourites Sanjay Kumar and S S P Chawrasia a shot further back along with Korea’s Jeunghun Wang.
Defending champion Anirban Lahiri opened with a 68, as did Frenchman Gregory Havret, the 2007 Scottish Open winner.
Scottish duo Grant Forrest and Jack McDonald won both of their matches to help Europe hold a commanding lead at the end of the fog-interrupted opening day in the Bonallack Trophy in Portugal.
After the start had been delayed by the weather at Vidago Palace, Forrest and McDonald soon got into their stride as they put the first point on the board with a hard-earned one-hole win over Australian pair Brett Coletta and Zach Murray in the foursomes.
Having to dig deep once again, the Walker Cup team-mates then came out on top by the same margin against Korea’s Sung Ho Yun and Takumi Kanaya from Japan in the after fourballs.
Europe held a 7-2 lead when play was halted for the day with one match still to finish.
The PGA of America has decided to permanently cancel the Grand Slam of Golf.
The four-man, 36-hole event had been played annually since 1979 and was aimed at bringing together the four major champions from the previous calendar year.
A statement on the event read: “After carefully evaluating the PGA Grand Slam of Golf over the past few years and studying how this event fits with today’s golf landscape and the PGA of America’s long term strategic plan, the PGA has decided to discontinue the event.
“When the PGA Grand Slam of Golf was launched in 1979, the golf world was much different than it is today. The PGA Tour’s wrap-around schedule, the European Tour’s Race to Dubai, plus other important international events, make the fall schedule very busy and hectic for the top players in the world.
“It had also become challenging to attract fans, television viewership and media interest. While we have enjoyed staging the PGA Grand Slam of Golf, given those many factors, the timing is right to discontinue the event.”
Duddingston trainee Ross Munro carded a superb seven-under-par 65 at Goswick to win the Tom Galloway Trophy in an Edinburgh & East of Scotland Alliance event at the Northumberland venue.
In picking up his second piece of silverware this season, Munro finished two shots of another trainee, Marc Owenson from Gullane, with Andrew Oldcorn (Kings Acre) a further two strokes back in third.