KDX250s were jetted very rich from the factory, which will help protect the engine from overheating and damage under the heavy loads and heat you will generate in the dunes.
With some fine tuning to the motor and suspension, it can be made into a good bike for the woods and mountains, but it is heavy for a 250 two stroke. Honestly, after dialing in my 250 I preferred it to my 200's for most riding. The motor is very reliable on the 250. It is based on the '88 KX250, but has a very heavy flywheel, lower compression, etc...
The motor mods are pretty simple - a new pipe, an '88 KX250 head gasket and revised jetting will work wonders. The forks need some help - revalving to reduce high speed compression damping and put in stiffer springs. Lots of guys also shave down the seat foam at the front to improve the riding position. Stock, the bike is pretty slow turning, but you can quicken it up by raising the fork tubes, grinding down the steering stops, among other things.