First, I am not a chemist but this is something I've thought aobut a lot as a camper, a "prepper", and someone interested in Mars colonization (perchlorates!).

That would work but I imagine it's going to have some amount of inefficiency depending on the contaminant, you'd have to do several passes to get to really low trace levels I imagine as you're going to keep some contamination simply by what collects on the walls of the vessel and runs back down.

With some contaminants I imagine you could introduce more chemicals to get a reaction that would make the filtration easier. I imagine some could also be changed sufficiently by heating the sample to a point where you get a chemical change in the contaminant, although, I'm guessing this would be the most 'expensive' method unless energy wasn't an issue (fusion).