Hi Robin,
I live in Esbjerg, a 15 minutes ferry-ride from Fanø, and can only recommend going there.
The different dates offered seem to be pretty good for migrants, especially the October dates could also provide you with good numbers of seabirds on the way across. I have only gone on the ferry to Harwich once (in October), and had several Skuas and a single Sabine's Gull approaching Jutland, but as it was a school trip, some 20+ years ago, I didn't really give the birds top-priority then.
Fanø is famous for it's numbers of waterbirds, and in May numbers are about to peak, with Knots, Dunlins and Barwits in the thousands, breeding Kentish Plovers, Gull-billed Terns hang around most years, booming Bitterns and a fair chance of falls of migrants.
Migration in October can be quite overwhelming, with 10.000's of pipits and thrushes passing on good mornings, accompanied by Shore larks, Lap Buntings, Ring Ouzels and Peregrines.
As ususal with birding during migration a lot depends on the weather, but even a dull day in May or October should keep you busy. And as for Kim Fischer, you couldn't find a better choice for a guide, as he is born on the island, and has been birding for 30+ years there, so if you would have any speciel requests for particular birds, he would know were to look.
cheers
Jens