I think it depends on your location. Google for people who have done this at your location before. I tried mine and also looked up the official site for their office and they specifically mention that walk-ins will not be entertained. It may be different for you and could be worth a shot.
I didnt want to take a chance for our Biometrics which is set for tomorrow. I figured since we have an appointment might as well go do it on that day and there are no chances of us being turned away or taking all day. The biometrics appt is set for 11AM tomorrow.