You'd have to filter it. I forget the size of the strainer we used to make a five gallon batch of biodeisel in college chemistry, but I remember that it had to a fairly good strain lest you try to such a bit of french fry into the combustion chamber. That could be.... bad. That said, we used a a very fine mesh metal strainer with a couple layers of tightly woven cloth, felt like muslin but I'm not positive.

And I missed some of that segment. I know that part of why the ethanol goes into biodeisel is so that it sucks up some water, you are using the lye as an emulsifier. The two also lower your gel and flash points. So unless you are Pheonix or the like, you'd probably not want to run pure vegitable oil.