I've been doing some research today into these UDSs and contacted a couple of drum manufacturers.
I asked one if they sold them unlined and here's the reply:
The open head steel drums are not available without a lining, as our manufacturer will not ship that way due to rusting that can occur even during initial transport without some protective lining.
Please note, however, that the rust inhibitor lining is not made of food grade material, however the epoxy lining is. If you are to use the epoxy lined drums for hot food preparation, please also note that the lined drum can withstand temperatures only up to 250 degrees F.
Since I was only asking about open head drums, maybe the closed ones can come unlined?
The one seller I was talking with does have one option though: 85 gallon salvage drums can come unlined. For $160 bucks though, I'm keen to find a solution for the 55 gallon size that runs around $60.
For anyone that lives near a major metro area, google "steel drum manufacturers" or something like that. There's a lot around Chicago and you can pick them up in person to avoid shipping fees.
This forum rocks and you BBQers are awesome!