I chew the tablets into a powder, in the middle of the meal, and the
meal is always rich in fat, mostly saturated fatty acids.

I get my winter 5000iu/d Cholecalciferol from the best source listed
at http://www.vitamindcouncil.com/ and it's really very cheap even
with postage.
In order to ensure other family members get an adequate intake on
occasion  I've pulled capsules apart and dropped the contents into
food I'm preparing for them. There is research showing cholecalciferol
survives the baking process and this way of administration raises the
vit d status of elderly residential home residents.
I've also tried dropping the contents into massage oil, stirring till
dissolved, and then massaging with it.

I can think of no reason why this wouldn't be an effective way of
ensuring an adequate intake.
I suspect, but have no evidence to prove this, that it may be a safer
way as it more closely equates with the way the body naturally deals
with this substance. Would welcome any other views. This Risk
Assessment for Vitamin d3 http://www.ajcn.org/cgi/content/full/85/1/6
shows unequivocally the safety of much higher than usual consumption
though I cannot see the point of taking high amounts while also
getting regular exposure to sunlight.
http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?db=pubmed&cmd=Retrieve&dopt=Abstra
ctPlus&list_uids=17170736
These results are consistent with the proposal that the vitamin D
system in skin may be part of an intrinsic protective mechanism
against UV damage