Just made the trip this weekend.
Take I-29 to 92E which is bascially the first exit off I-29. Head east until you find Why 59 South. This takes you through Shenendoah and Tarkio. Right after Tarkio the 59 becomes 136W if you continue to go straight (which is advised) this takes you to Rock Port and back to your normal I-29 route to KC. It added on about an hour to our trip but it was pretty easy.
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