It turns out a German company named Altec developed a drive and software for writing to Sandisk WORM devices. The device looks like (but I'm not sure) just a typical USB SD card reader. The software, however, is interesting. It somehow can write and update files in a WORM version of FAT that might even mount as an ordinary FAT FS.
They open sourced bits of their code (in the event they or the technology disappears, and the technology did). There's a file named WormHugeFile.cpp
with implementation details for the WORM bit of all this. Basically, Sandisk created vendor-specific SCSI opcodes for WORM operation. You can query the device to see if it's a WORM device, switch it between WORM and ROM mode, open and close it for WORM writing, and mark it as read-only.
Out of the box, these cards seem to be in "ROM" mode and act like normal SD cards.
As for the UDF bits, UDF does support WORM media, but the Linux UDF driver driver doesn't currently have that support; it sees a UDF FS in WORM mode as a RW UDF FS.