PE is non-bilayer forming as far as I know, so I wouldn't assume that everything is incorporated. For clean-up, I could see (i) sucrose gradient, (ii) ultracentrifugation, (iii) salt precipitation, or (iv) dialysis.

(i) will result in a sugary solution, that might require another cleaning step like dialysis or maybe size exclusion columns

(ii-iv) aren't optimal as PE might not only be in a free form but probably in a semicrystalline HII phase. That would mean it also precipitates and wouldn't pass through a dialysis membrane.

I use a sucrose gradient after I inserted my proteins to get rid of remaining free protein. Its not difficult, but takes some time because of the dialysis step afterwards.