The more pure your sample is, the easier it is to interpret the results, as contaminating proteins may contribute to your overall signal in bulk measurements.
However, if you wish to do conventional DSF (dye-based), please note that many hydrophobic dyes, such as Sypro Orange, cannot be used for Differential Scanning Fluorimetry of membrane proteins, dues to high background staining. However, if your membrane protein has buried cysteines, then a cysteine-reactive dye may work. BODIPY FL-cysteine can be used, since it has excitation and emission wavelengths within the standard range of many qPCR instruments, including our QuantStudio 6/7. CPM (a courmarin derivative) was one of the earlier dyes used for this purpose, however many modern qPCR instruments no longer have excitation filters appropriate for this dye.