Please make sure you have permissions for your Klei save folder.

The "Unable to write to config directory....." error message generally means that either your Steam client or the Don't Starve Together game app on Steam does not have the proper Windows User account permission to save to your hard drive.

To resolve this, please follow the steps in our troubleshooting guide for this specific topic: http://support.kleientertainment.com/customer/en/portal/articles/2409757

Got this error also, after following the troubleshooting guide also check the firewall & network protection ("allow an app through firewall") if there's two line of DST just remove one with the Public box checked, keep the one with Private checkbox.

 

hope it helps, cheers.