Are you talking about filamentous phages?I have never dialyzed them, but given their size, I think that a membrane with 10 KDa cut-off (typically used for many proteins) will work fine with these particles. 

In what amount and at what stage of purification? We use 25 nm filters to remove CsCl from gradient purified phage. For larger amounts at earlier stages I would use the largest pore size I could find since phages are in the many MDa size range.