Expanding the existing sensing systems to provide high-quality deep learning models for more domains, such as new users or environments, is challenged by the limited labeled data and the data and device heterogeneities. While knowledge distillation methods could overcome label scarcity and device heterogeneity, they assume the teachers are fully reliable and overlook the data heterogeneity, which prevents the direct adoption of existing models. To address this problem, this paper proposes an efficient knowledge transfer framework, HaKT, to expand sensing systems. It first selects multiple high-quality models from the system at a low cost and then fuses their knowledge by assigning sample-wise weights to their predictions. Later, the fused knowledge is selectively injected into the customized models for new domains based on the knowledge quality. Extensive experiments on different tasks, modalities, and settings show that HaKT outperforms stat-of-the-art baselines by at most 16.5% accuracy and saves up to 39% communication traffic.