Jai sainath,
In the Holy book of Sai Satcharitra, there is an Episode where one of Bhakth of sai, use a pinch of soil remembering baba, in the illness of a friend and the soil worked the miracles of the udi itself.
I cannot suggest Soil, but if you light an Agarbati in your house, you can use the ash of it after praying to sai as his blessing and prasad. Trust me its your faith that brings the power in udi. And in the meanwhile inquire with your friends and relatives they have udi or if anyone is going to Shirdi and can get you some from there.
Sai is true to his words, he is in your Heart and not in Shirdi only, so if you remember him from heart he will give you anything you want not just the udi.