Many lipids are distilled using molecular distillation. This is basically a technique that heats only a small amount of the material a at time and distills across a very short path to a cold finger or other condensation method. The idea is to minimize the heating time of each molecule. I have uses this type of equipment to distill large molecules with small volatility.

The particular device I used had a spinning heated disk in high vacuum. Material would be released onto the center of the disk and get heated as it traveled outward until it went gaseous and jumped to the cold finger. I would think it would be possible to design an injection port of a GC to do something similar.