IME there are three good reasons to consider planar magnetics:
1. Need for a very low profile
2. Need excellent repeatability of parasitics (especially for transformers)
3. Need very low cost
You said your current inductor is relatively lossy, I think you should investigate that first. Could be that changing inductance or core material could resolve that. I doubt a planar design would reduce losses (for the same core material and footprint size, that is).