In 1986 the U.S. Supreme Court said in Tashjian v Republican Party of Connecticut that if a party wants to let independents vote in its primary, it may do so. South Dakota, like most states, changed its law to permit qualified parties to make that decision.
Last year, the Democratic Party decided to let independents vote in its primary. A new bill, HB 1054, has just been introduced in the South Dakota legislature, to help implement the change. Under existing law, there is no problem for primary voters at the polls. If they are registered independents, they tell the election officials in that precinct to give them a Democratic Party primary ballot. HB 1054 handles the problem of how to facilitate this process for absentee voters. See this story.