Wanderfound's post in A.I.R.B.R.A.K.E.S for aerobraking on Duna was marked as the answer
Air brakes will work on Duna, but they won't slow you very much due to the thin atmosphere. Either use a heat shield or a space plane with extreme AoA for maximum drag. Either way, the periapsis will need to be very low.
Duna is easy enough to reach that it isn't hard to take a little extra fuel for a powered capture.