I don't have any Udi. Is there a story where something else was used as a substitute and it still worked?

Yes, Chapter 33 narrates a powerful story about this very situation. A friend of Narayanrao was stung by a scorpion and was in severe agony. When they searched for Baba's Udi to apply on the sting, they couldn't find it anywhere. In that moment of desperation, Narayanrao prayed to a picture of Baba. He then noticed the ash from burnt incense sticks that had collected at the bottom of the picture frame. Considering this ash as Udi, he took a pinch, applied it to the sting while chanting Sai's name, and the pain subsided immediately, as if it were water flowing away. This demonstrates that faith was the crucial ingredient.