This used to drive me absolutely crazy when I first opened. Now it doesn't bother me.
Parents here drop off their kids between 7 and 10:30. We do our thing and if we leave to go somewhere, like a walk or the park I just leave a note on the door and they come find us.
However, crafts are done early... snack time is at 9 and if the child arrives after that time I do not do another craft or serve them a snack.
This works for me. If this really others you though you do need to speak up.
Good luck and please keep us posted !