Patrick,
If there are dissolved sugars in the WVO, they do not seem to cause any issues. My Used Cooking Oil is prefiltered to 5 micron before setting aside as fuel. As my source puts it straight into sealed buckets for me, and nothing other than fryer oil goes into the buckets, I do not need to dewater.

If you have oil with contaminants like water, detergents, etc, you may need to filter, wash and dry the oil before use.