The caves are definitely open in the afternoon. The problem there is that if you want an English tour, they will wait until enough English speakers show up before sending out a group. Still, on that, the odds are strongly in your favor that you should have no problem.

Bear in mind that the caves are not anywhere near town or anything else so you might want to arrange round trip transport from Dunhuang.

You really do want to see the caves, IMO, they are very impressive.