It now appears that, contrary to previous thinking, there are things you can eat which will increase your HDL cholesterol. Niacin is the one with the biggest effect, and then omega-3 fatty acids are the next.

It turns out that niacin is associated with a lot of nasty side effects but it may be possible to reduce the side effects by taking aspirin before the niacin, or using a time release version of the niacin, or using inositol hexanicotinate, which has similar activity.