Hi Iban,
I just ran over your post today and I want to share my results as well. In fact, you were right on the dip at around 10-ish GHz. I have seen many papers reported this effect. I have designed several DAs and use very simple single wire bias choke since I didn't care about what's going on below 20GHz. You can see that I also have that dip at 10GHz.

There's a paper out there claiming that they use a structure of high Z line - spiral inductor - high Z line, that can create a very good RF choke. But I can't pull out which paper it was at the moment. I will try and keep you posted. Otherwise, if your chip consumes not >150mA, there's off-chip RF choke out there that can handle upto 50GHz for a pricey cost.

It would be great if you can share a way if you figure it out. I am also interested in this.

Thanks,
Nguyen