islands can be small or very large, it depends.
As for the rest you think too much

I doubt evaporation produces erosion. Rain does coz it gathers on the ground then flows along the rock, creating all the holes and rifts, etc. evaporation won't do that.
As for the winds, they would tend to make parts of the islands crumble rather than creating caves, but there's probably a few caves here and there, mostly coz they were there already before, I suppose, and resisted to the propagation of, her, nevermind

But there shouldn't be much worry of all the islands disapearing after a dozen millenium, they're quite tough, and, even if a big part of an island breaks apart, well, it'll just float next to it and won't make much difference, I suppose.