Q:

Will dissolved proteins pass through a 0.2 micron filter?

Given that there may be exceptions, can you usually expect protein to pass through?

A:

Many proteins will pass through a 0.2 micron filter. If the proteins aggregate or if they stick to the filter material because it is charged, they may not.
Barring the above, a 0.2 micron filter will allow proteins up to 200kd to pass through.  There are some proteins that are larger.
Editing with some source material.
Nice Presentation on Pore Sizes and Membranes Here
Graphic from that presentation:

