Ultrasonic analysis can be very helpful. It is a new non-invasive and real-time technique for glycogen concentration and lipid metabolism studies. Check this article (DOI: 10.1186/s13102-015-0003-z)
It depends a lot of how small are the amounts you need to measure.
For glycogen, i already used this kit which works fine http://www.sigmaaldrich.com/catalog/product/sigma/mak016?lang=fr®ion=FR
For lipids, if you only need the "total lipid amount" as simple way to do this is to dry the tissue (lyophilizer or simple air oven), weight your tissues using a precise microbalance, then add some folch reagent (2:1 chloroform methanol), gently shake for 3 or 4 days (or more if your tissue is big, i did this on drosophilas), and dry + weight again. Since the lipids will get cought by the folch, the difference in weights will be the total lipid weight (since you got dry mass, you have mg lipids/mg dry tissue).
No idea for phosphorous, but I guess you should use a kit for this.