Doing the RNP would have been the better option as at least that gives you a published missed approach. A DME arrival gives you a published missed approach if you are not visual at the end of it. When you a circling the only missed approach guidance is to turn towards the runway and do the best you can to avoid the terrain. Like I said this bloke had put himself into a game of Russian roulette. His choice basically was a forced landing somewhere in the runway environment or a high chance of CFIT. On this occasion he and his passengers walked off the aircraft, the bullet was not in the chamber. Next time not so lucky