Well it's usually a bad idea to let UDK be the last champ standing with his passive bonuses as a result. However, he still goes down eventually. You just need the DPS to beat him. Also, if you're struggling against UDK consistently, don't ever fight a 2 man team of Wukong and UDK. It will end badly for you.
You're probably running into the ones in Stoneskin with super high resist. The best option is a champion that places Bombs, especially Gnishak. If you don't have that, bring a champ that ignores resist on their abilities. If you don't have that, bring a champ that does team Increase Acc. If you don't have that, bring a Ally Attack champ. Ally Attack especially is great because you can ignore his redirect and take out their reviver with Ally Attack. Then you can use Ally Attack to burst him down later.
If you can't do any of those things, probably best to just avoid him. However if you think UDK is a pain, wait till you face a super high speed + high acc Armanz