Are you in the US? It sounds like USA Taekwondo (basically, the US branch of WTF), is about to start offering a test every year that you can take to "convert" your school black belt to a Kukkiwon 1st dan. The press release was recent and a bit vague, so more info about that will probably be forthcoming later on. You also may be able to find a KKW-affiliated master who can test you for 1st dan. Keep in mind, though, you'll need to learn all the KKW forms and how to do Olympic-style sparring first.
Another thing to consider is that a lot of "open" TKD tournaments - at least in the US - don't actually require you to be part of the KKW or ITF or whatever. You just put on the form that you're an X belt, and show up wearing that belt, and they'll put you in that division. If you want to try to compete on a national or international level, that won't be enough, but to mix it up at a local event it should be fine.