Is "Mr. Last Name + First Name" correct in formal writing?

I’m translating a formal letter to English.
With my previous knowledge of English, I translated names from Singapore and China using the format "Mr. First name + Last Name".

For example:

(1)
The order in Chinese: Wang (last name) Lili (first name)

Translated: Mr. Lili Wang

(2)
The order in Singaporean-format: Koh (last name) Sing (first name)

Translated: Mr. Sing Koh

However, my colleague stated that I have made mistakes in arranging the order of last and first names and insisted I go with "Mr. Last name + First name" for all names in the letter.

I understand in Singapore, it seems people always put last name first (though I’m also unsure of the use), but is my colleague correct? I also wonder if the order varies in different cultures (ex. Singapore v. England)?

Thank you in advance!