donatelloNelson wouldn't bully Lisa - they are friends in the show. He even protects her from other bullies sometimes

There was an episode when their relations were rather close. In the "Hit And Run" game, Nelson treats Lisa very nicely too.
If that would happen anyway, I guess I would try to protect Lisa WITHOUT having a mortal combat; making enemies during your first day at school is not the smartest step.
Having a tour with Lisa would be nice though

LISA: And this is our closet. *opens it, stares at Krabappel and Skinner, closes back*
LISA: ...Dag, I'm sorry. I swear, usually this school is not that bad.
DAG: *tries not to laugh* It's okay...