That will depend completely on your firewall on your server - Linux based or Windows based?
If Windows, I'd guess its probably not got a dedicated firewall app installed?
Linux, it'll be iptables which by default I don't think blocks outbound requests (iptables -L) will list any set up rules.
The issue is more likely to be getting through your router in the office.
Being stateless, UDP is a send and hope protocol - so actually knowing the message arrives, or where it fails is harder. I don't know Growl itself, but could you test it via TCP while developing and switch to UDP once you know its ok from the live env?