This is what i came up with after thinking about it some time:
Not an asian drama but the Netflix series Sense8 has some great martial arts scenes. Bae Doo Na is kicking ass there^^
JDrama Jiu has a female lead who is good in martial arts.
KDrama Little Girl K has some great action. the female lead is some kind of a martial arts killing machine.
KDrama Powerful Opponents is about some Bodyguards with the female lead being a bodyguard herself. Don't remember if she fought a lot though.
The KMovie Punch Lady is about a woman who begins to learn to fight to bring down her abusive husband.
KMovie She's on Duty. The female lead is an undercover agent who can put up some good fighting.
The same goes for the KDrama Sweet Spy.
CDrama When a Snail falls in Love. The female lead does know how to defend herself but I don't remember if she fighted a lot.
KDrama Wild Romance is about a female bodyguard who has to protect a baseball star. Other Dramas with female Bodyguards: Myung Wol the Spy, Strong Woman Do Bong Soon (the female lead is just really strong don't think she has knowledge of martial arts), Protect the Boss, the TWDrama Sweet Sweet Bodyguard.
KMovie Volcano High is about a martial arts high school.
KMovie My mighty Princess.
KDrama Dr. Champ. It's about Judo but the female lead is only the doctor of the national Judoka team.
JDrama Muscle Girl. It's about female Wrestling.
KDrama Punch. About a female Boxer.
TWDrama Fighting Spirit. Centers around Taekwondo.
And last but not least: The countless Hana Kimi Versions. Centered around a sports High School. The main lead is a High Jumper. I think the female lead is in Track and Field, Running. I loved the Japanese Version from 2007 a lot.
Hope this helps^^