For those visiting Beijing in the near future. Koryo has a 'day-trip' option to DPRK! You can board the night train at 18:00 and arrive at 07:00 at the border in Dandong. You hop in DPRK and the tour there starts at 08:30. At 18:31 your train leaves which will bring you back to Beijing (arrive 10:10 the following morning).

Don't forget to get a double-entry visa! At this point only 40 western tourist visited this part of DPRK! I'm aiming for a visit early January.