Sarkosyl has small micelles that can be removed by dialysis. However, if the detergent is necessary to keep the protein in solution, then removing it will cause the protein to precipitate, and precipitated protein is of no use for immunization. I would keep the protein in solution using the minimal possible amount of the detergent, and use that preparation for immunization.
I would suggest the use of Amphipols, small organic molecules, which can take the place of detergents or urea and keep aqueous insoluble proteins in solution (e.g. membrane proteins). I have used these in vaccine preparations and they help to keep proteins in solution, maintain their native conformation and enhance the immune response. Based on your other question along the same lines, you would need to first refold your protein and then exchange urea for an amphipol solution by techniques available in various articles, including one I co-authored. Hope this helps.