Dunlins have dark legs and aren't that "chunky" looking as Red Knots. They are also smaller.
Winter (basic) plumage Dunlin -
For comparison, a Dunlin is not much bigger than a Sanderling. It is a bit longer looking due to its long bill and slender build, but not much taller or heavier.
Here's a Red Knot compared to a sanderling. It is a noticeably bigger bird that either Dunlin or Sanderling.
The stocky bill is also more Knot like. Dunlin's bill tapers noticeably as it decurves.
Stilt Sandpiper is a tall thin species more remniscent of a yellowlegs in morph than a small sandpiper. Least Sandpipers are tinier than that.
I've always thought that Red Knots looked like they are big enough to be bother eating.
The others (Dunlins, peeps, White-rumpeds, Baird's, Sanderlings, etc) wouldn't be worth the trouble.
I know they intimidate people at first, but sandpipers are really not that hard if you just go somewhere, set up a scope and watch them. Unlike a lot of other bird species, if you put a scope on them from a distance, you can watch them for a long time and compare them with similar species since they feed together in multispecies groups. That's hard to do with Warblers.
You can learn to ID most species with just a quick glance when you learn their different gestalts. Some species that field guides make confusing (White-rumed/Baird's Sandpipers versus the Western/Least/Semipalmated group) are really pretty easy to separate at a glance once you get a feel for them.
Now sparrows,.....they suck. I know the sparrow people tell me the same thing I just said above, but I don't believe it!