That's exactly what Dot is about.
Preprocessing goes into data transformation territory and given the millions of comments on HN it's also getting expensive quite fast.
From BigQuery and Snowflake I know they have remote/external function that you can use to just plug in the OpenAI API.
It is pretty cool to mess about with it. I posted it last week, but didn't get any nibbles: https://github.com/MittaAI/mitta-community/tree/main/cookboo...