I've considered this idea as well, but the slight problem I have, is that 056 is not very likely to encounter the kind of swarming tactics that will be faced by other navies which are deploying such weapons. The USN faces a very real threat of swarms by enemies that will try to conduct asymmetric warfare close to their home turf, but the Chinese Navy's 056s will likely to operate close to Chinese waters, or out into the SCS and ECS at most, where they will face mostly relatively conventional navies with small to medium sized surface combatants rather than swarms of small boats.
Another problem, is that 056 as a ship is rather small, so installing any kind of naval launched ATGM with a decent sized magazine in VLS or arm launcher form will require quite a lot of space which 056 may not have (unless one is willing to sacrifice some other subsystems such as a SAM or maybe its main gun). If you're thinking of just an eight round KD-10 launcher, then that could possibly require less space than say, a 32 round VLS KD-10 launcher, and may be doable without excess interruption of the ship's structure. Hell, they could even install a four round KD-10 launcher attachment on each of the 30mm remote weapons stations with minimum modification.
However, I am still a little dubious of the importance of such weapons on 056, and I'd say it's probably more important for frigate sized vessels to have this capability instead, as they're more likely to remain at long duration in waters where swarms may be more likely.
KD-10 is also somewhat limited at present as it lacks MMW radar guidance (though I'm sure it is under development) which is necessary for true longer range, fire and forget, multi target engagement capability.
Overall, I think the KD-10 has the potential to be a very versatile missile and it has already been demonstrated to be effective against maritime targets (see my post in the Z-10 thread) from helicopters.
But what I'd really like is to see a KD-10 "block II" with MMW radar guidance for fire and forget, multi target engagement capability, and also for KD-10 to be able to be fired from fixed wing strike fighters like Brimstone (for anti tank roles) while also being able to be vertically launched from the new CCL VLS. Given the new VLS's dimensions and KD-10s small wingspan, they can quad pack or even fit nine VL KD-10s in a single canister.
505 'Qinhuangdao' and homeported to Changhai-Haiyangdao 20th Light Frigate Sqn have also 501, 502 all delivered this year remains one.