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Now I'm lifting relatively heavy weight in the squat, sometimes on the way up my knees cave in. I've already googled the common causes and found that this can be due to weak hip muscles causing others to compensate thus bringing your knees in.
But what would be more beneficial for stretching out and strengthening these muscles, adding an assistance exercise or dropping the weight and focusing on really opening my hips up?
I do not think you should drop the weights down and “focusing on really opening my hips up.” As long as you are not bowing the knees in to much I believe that this is somewhat of a natural progression once someone move beyond being a novice and really has to grind and work for every pound. Bowing the knees in slightly help you get out of the hole (the bottom of the squat.)
This video was made by one of the strongest people on the plant and he talks about the very issue that this question is in regards to.
I found it helpful to drop the weight and focus on good form and after a short while you can try to put on more weight. Some ligaments and muscles just need more time to adapt. An assistance exercise can not work the weak link the way your main exercise would and if you already can do this exercise in good form with less weight I see no reason why to train all or some of the involved muscles in less complex exercises. The muscles will adapt and you will get an equilibrium in muscle strength for this exercise.
If your depth is fine and the knee cave is moderate then don't worry about it. Maybe stay for a few extra sessions at this weight so you feel more comfortable with it. But a little knee cave isn't too much to worry about if everything else is copacetic.
If you deload then ten or twenty pounds and working back up is fine.
