Summary: Scenarios provide context to user stories. Therefore it is never too late. You may discover new stories or realise existing ones are not needed.
To explain my answer I'll start with definitions for context.
User stories are discreet, structured information that describes a deliverable and testable piece of functionality for a user. (i.e. The cards you will see on an Agile board)
Scenarios weave these stories together showing the wider context, twists, turns and interaction between actors and channels. (i.e. How the persona progresses on a journey, how contexts change, what are the influences etc?) Things you might not have on a story card.
Constructing scenarios provides valuable context, especially for those not familiar with the details of the project. If you discover that you need to expand the set of stories, you should now have a powerful tool to justify and communicate this.
- Aim to utilise the existing user story cards within your scenario. The should demonstrate that scenarios capture a lot of information not on the cards. Some of this may not result in a new story if it is not a deliverable part of the system.
- Map out the scenarios. (for brevity I won't go into how to construct scenarios here).
- Identify the place/s within the scenario that correspond to the user stories. This will anchor your existing stories.
- Identify whether the scenarios uncover any new stories and include these as necessary (A better understanding of context may uncover something unexpected).
- You may need redefine your minimum product (adding or removing stories according to the new understanding).
In the end, the goal should ideally be to build a product the best fulfils the user's need according to their context. If the development schedule doesn't allow for this you will need to consider more time or resource.