For MMIC applications above 8...10 GHz, some companies sell conical chokes that do work up to >60 GHz. In my designs around 5...7 GHz I have used simple wire coils, with 0.15 mm dia wire wound on a 1.5 mm drill, then cut at 10-15 turns and pulled to extend the coil a bit. Yo can try the same. Using a swept-frequency test you can see if there is a resonance; by pulling and pushing the coil you can see if the resonance peak is caused by it, and modify the size and number of turns for best results. From my experience, capacitors cause the worst problems. Instead of using 1-nF blocking capacitors I found better in paralleling two-three 300-pF SMD capacitors. Now I saw some company offering "high-frequency" SMD caps, with large metal ends and a narrow ceramic gap left. Be ready to experiment.