I've done a few night sails
on the Little Banks both to Walker's via memory rock and Great Sale via the Indian Cay Passage, and saw no worries on either of those. However, I prefer to sleep at anchor
at night to staying up when possible and have adopted the exact strategy S/V Antares
mentions for most of my trips. If you are not comfortable with the Indian Cay Passage, you can still stop to anchor
and clear at West End if you wish and head
up to that point south of Memory rock mentioned previously instead of the Indian Cay Passage.
I've gone both north and south of Great Sale, depending on the wind
and where/if I anchor there. You need to give the south side more room due to shoaling there.
It's been several years since I went past memory rock, but the light was not working when I went past.