Its generally a terrible idea to increase UDP MTU. There's no reliable reassembly in UDP. If you miss a single packet (out of say 1000) then all are simply discarded silently.

In fact, some versions of Linux didn't do UDP reassembly properly until a year ago (was a topic here on HN). Reordered UDP wasn't dealt with properly if I recall.

There are routers that drop UDP for any reason or no reason. And so on. So UDP is the red-headed stepchild of protocols, with little testing going on and lots of issues.

I recommend putting a protocol on top of any UDP transfer you code, and never increasing the MTU.