Clinically its not practical, and as far as i know it isn't used for weight loss. Dialysis would only temporarily have an effect, and i doubt it will result in significant weight loss. I would think that the body's homeostatic mechanism would kick in to counter-act the dialysis in some way.
However combined with some other treatment, possibly liposuction or stomach stapling then mayb dialysis would perhaps be slightly useful. But even still, i think the effects would vary from person to person. Also i don't think dialysis would be economically feasible to treat patients with weight problems, surely dialysis should be carried out on patients that actually need it, such as those with kidney problems.