Hello list,
a very kind person from this list has generated the .hdt.index file for me, using the 1-year old wikidata HDT file available at the rdfhdt website. So I was finally able to setup a working local endpoint using HDT+Fuseki. Set up was easy, launch time (for Fuseki) also was quick (a few seconds), the only change I made was to replace -Xmx1024m to -Xmx4g in the Fuseki startup script (btw I'm not very proficient in Java, so I hope this is the correct way). I've ran some queries too. Simple select or traversal queries seems fast to me (I haven't measured them but the response is almost immediate), other queries such as "select distinct ?class where { [] a ?class }" takes several seconds or a few minutes to complete, which kinda tells me the HDT indexes don't work well on all queries. But otherwise for simple queries it works perfectly! At least I'm able to query the dataset! In conclusion, I think this more or less gives some positive feedback for using HDT on a "commodity computer", which means it can be very useful for people like me who want to use the dataset locally but who can't setup a full-blown server. If others want to try as well, they can offer more (hopefully positive) feedback. For all of this, I heartwarmingly plea any wikidata dev to please consider scheduling a HDT dump (.hdt + .hdt.index) along with the other regular dumps that it creates weekly.
Thank you!!