As I understand your question, you wish to de-salt a collagen solution but you don't want to use dialysis because of the cost of the membrane (It doesn't make sense to talk about dialysis without a membrane). There are some other ways to de-salt a protein.

(1) If the salts in question are all volatile (ammonium bicarbonate, ammonium formate, ammonium acetate), you could lyophilize the protein to get rid of them.

(2) Assuming the salts are not volatile, you could pass the protein over a gel filtration column equilibrated with water. Since the column could be regenerated after each use by running more water over it to elute the salt, the cost would only be for the initial setup.

(3) You could use ultrafiltration/diafiltration. This also uses a membrane, but the membrane can be re-used as long as it is handled carefully and stored properly. The sample is concentrated, then re-diluted with water. The cycle is repeated until the salt concentration is low enough.

Thank you sir for your advice