What size gel particles are you looking for? At a 1000x, you will be looking at an area that is less than 0.1 mm in diameter. There would have to be a lot of gel present, or you would have to examine a very large number of spots to see an occasional gel particle.
While I do not have experience with HDPE, in another polymer we extruded film about 10 mils thick, and we could see the gel particle by shining bright light through the film. You may want to try this approach on compression molded film of HDPE.
If the gel particles are large enough and sufficiently cross-linked, extruding through a screen-pack will trap them.
Dissolving the polymer in a solvent (hot xylene for PE?) and filtering through a filter, should also detect gel.
Regards,
Ernie