A set of 2 med-large volume basket type filters located downstream of your circulating pumps seems most appropriate to me. You may not get all the fines removal capable with depth filtration, but they will be alot easier to maintain. What sort of requirements will you have for opening (steaming, flushing, disposal, etc) based on existing equipment in this service? These considerations may factor in as well.
What are your hot oil process conditions? I ask because nonane and lighter seems pretty volatile stuff for use as hot oil in the usual sense (typically a liquid system). For excessive coke formation I would guess you must have some heater skin temps well above what is reasonable (maybe this is the reason for new heater), or you are trying for 100% vaporization which is sure to coke the residue of poor quality oil (will have same problem even with new heater). If you are using as nonane and lighter as a vapor heat transfer medium, why was steam at suitable pressure not used?
best wishes,
ssehp