I am running a 0.02% TFA gradient at 10-25% over 30 min, then 25-100% over 5 min. The insulins separate, but secondary peaks appear around each peak. I have tried fresh standards with no luck. Am I expecting too much from my column? Do I need a new column? Is there a sample prep/mobile phase prep secret anybody can share?

I have some experience with the chromatography of insulins, however, primarily via ion exchange. Nonetheless, perhaps I might be able to help. But first I need the answer to a few questions:

Since you indicate that you are to resolve the insulins but observe secondary peaks, are you certain that these are not actually impurities present in your standards? In my experience, proteins and large peptides rarely are free of secondary impurities. In fact, I often judge the quality of prototype columns based on how many impurity peaks I can resolve from the primary protein peak on a given column. Have you ever obtained a chromatogram with the insulins which was free of these secondary peaks? How are you preparing and storing your standard?

The secondary peaks are likely to be A21-desamidoinsulin. This is a common impurity of insulin and can be obtained as a reference standard from several pharmacopoia.