One of the most common methods for purifying biodiesel is to wash the impurities out with water. In your case this would not be the preferred method as water washing does not properly handle trace contaminates such as sterols.

I would recommend using a dry wash using a silicate. I am posting links to two products for you to review.

Select from Oil Dri

D-Sol from The Dallas Group of America

http://www.selectadsorbents.com/

http://www.dallasgrp.com/web/products.aspx?id=31

you should wash the biodiesel with water 4-5 times than for eliminating the water contain in biodiesel  put it into the microwave.

I will suggest to wash with hot water to remove impurities and then dry using sodium silicate followed by hot air drying. if still some impurities exist then go for adsorption or membrane separation technique to obtained pure biodiesel.

In addition to suggested methods you can distill the obtained biodiesel - this procedure eliminates non-volatile impurities and is commonly used even at industrial scale. Vacuum distillation is preferred due to high boiling point of fatty acid methyl esters and unwanted reactions which occur at high temperatures.

Distillation can help separate the biodiesel with lot of impurities, if the water wash doesn't work, distillation should work.

Addition to all above suggestion, I suggest you to use Cold filtration. It is also a purification process that involves passing chilled biodiesel through filters to remove any sterol that are not removed by washing.