Colloidal inclusions in lab-on-a-chip devices can be used to perform analytic operations in a non-invasive fashion. We demonstrate here a novel approach to realize fast and reversible micro-sieving operations by manipulating and transporting colloidal chains via mobile domain walls in a magnetic structured substrate. We show that this technique allows one to precisely move and sieve non-magnetic particles, to tweeze microscopic cargos or to mechanically compress highly dense colloidal monolayers.