Can you get to dunhuang from xining? What is the best way to do so? Also is okay to go in January?

If you can bear the train trip, it is suggested to take trains for Lanzhou first in about two hours and forty mintues and then take trains for DH.
It is ok to go there in Jan. I heard in this Jan, the local authority will provide some preferential policy to attract tourists. Half of the price will be charged to enter the grottoes in DH in this Jan.