Last year there was a post asking whether it's possible to do this without direct answer. Since the post was closed, here's what I did in April, 2016, if anyone is interested.
Take high speed train from BCN-SANTS at 07:20 and arrive Figueres at 08:15. A transit bus (need to pay) will arrive shortly to take passengers to the city center. Tell the bus driver that you want to go to Dali museum and he will let you get off near the visitor center. Off the bus, go straight ahead along the sidewalk and shortly the visitor center is on your left at an intersection. It was opened before 08:30. I got a map and helpful direction from the lady at the center.
We walked to the bus station for Cadaqués and then to the Dali museum to prepare us with the route later. We went in the museum at opening time 09:30. There was enough time to see the theater museum but we didn't see the jewelry museum.
The bus leaves Figueres at 13:45. Out of the Cadaqués bus station, you'll walk along the road up a hill (likely with other passengers). Be careful! Some areas don't have sidewalks. Keep going until you see the sign to Casa Dali (it takes a while to see it). Follow the sign and walk along the road. Shortly on the right side of the road, there is a small sign hidden among tall bushes indicating Casa Dali--this is the shortcut through the residential area.
The entire walk took about 25 minutes. I arrived well before the ticket pick-up time of 15:40 (entry time 16:20). There's enough time to see the house and the yard and catch 18:15 bus back. From the same Figueres bus station, the transit bus left around 20:30 to the high speed train station for the 20:45 train to BCN-SANTS.
I'm a big Dali fan and love both places. I didn't feel exhausted that day because I took naps on the trains and buses. I brought snacks with me and there is a big super market selling good bread near Figueres bus station.
I purchased all tickets online months ahead, except the transit bus (didn't know there was one). I believe I need to exchange the bus ticket confirmation printout to real tickets at the ticket counter at Figueres bus station. I didn't need to do so in Seville or Granada.