this will depend on the nature of the sample. Sometimes filtration and dilution will be enough. It will also depend on the type and properties of the column e.g. with monolithic columns offer high porosity and are more suitable for bioanalysis. detection method also control the choice.
Pl refer Vitamin analysis - Review article by C J Bates in Ann Clin Biochem1997; 34: 599--6261997. It may help you in analysis of fat as well as water soluble vitamins.