Through-holes of diameter 35nm and larger were milled in 100nm thick silicon nitride windows by focused ion beam milling. The holes were sized to optimize capture of gold nanoparticles from a liquid suspension. The colloidal suspensions of gold particles were deposited onto the membrane and drawn through the holes by capillary forces. Efficient, single particle filling is demonstrated for both 100nm and 250nm diameter particles indicating that once a hole is filled, flow can be effectively blocked. We show that lithographically defined arrays of colloidal gold can be achieved with >98% filling.