I have contemplated doing this for awhile, I have found this Koryo Tours thing which apparently you can do just that and it seems relatively easy and awesome. I am now going to save up for this and post my findings here once I have completed my eventual pilgrimage. SO FUCKING AWESOME! Koryo Tours
A bit late response, but eh. Koryo Tours are great. Very nice people, and reliable. Went to Pyongyang with them this April.
