Originally Posted by
moondog
If you have an extra 2-3 days to work with, you might consider taking an overnight train from Dunhuang to Turpan (and spending a day there), then flying back from Wulumuqi (lots of flights, so usually cheaper).
Yes, I forgot about this backup plan option--going west in order to go east. Even if you don't have the extra time to take the train to Wulumuqi (Urumqi), it's possible to fly Dunhuang-Urumqi and then Urumqi-Beijing, of which there are indeed many more flight choices. But...I don't know how the flight connection schedules are, so a little research on your part is in order.