What is an easy method to test whether UDP traffic is blocked?
You can check if UDP traffic is blocked with this app:

https://play.google.com/store/apps/details?id=be.ac.ulg.mobiletracebox

It's free and it works on not rooted devices.

Just select UDP category and run the test. 

To check if UDP traffic is blocked only on certain ports you can use "Advanced" to set Destination Port (along with other fields of the packet).

I'm affiliated with developers of this app, but frankly I don't know any "famous" app doing the same job.