did feudal lords ever have to worry about farmers cheating their taxes by cutting grain with sawdust or padding sacks of oats with gravel to make it look like they paying more than they really were?

Yes! In fact, it was a major problem in estate management, and a lot of what the stewards, reeves, bailiffs, and other officials had to deal with was peasants cheating their taxes by misrepresenting the number and health of their livestock, or agricultural products like cheese. The problem was that, as they added more officials to oversee their peasants and prevent this kind of tax fraud, they opened themselves up to being embezzled by their household and estate staff, especially because there was something of a custom of staff taking various bribes, kickbacks, and small-scale theft as perks to make up for the relatively small fixed salaries that came with those positions. 

In addition to direct management, lords had two other means for capturing value from their peasants. The first was local monoplies: lords would invest in some improvements on their land, like a mill to turn grain into flour or a weir to encourage river travel or a bridge to encourage road traffic, and then they would require people to use them and/or pay for their usage. To take the example of a mill, if you had peasants who were trying to cheat their taxes by stuffing all of the chaff from their weight into the sacks they owed the lord, you could require them to take their grain to your mill, where not only you could charge them a fee for the use of your mill, but you could also fine them for adulterating their product. And if you were crooked, you could also cheat them by cutting their grain yourself (thus keeping more wheat for yourself) or fixing the scales so that they’d have to give you more to make weight. 

The other was the manorial courts: you use the law to extract every rent and privilege you can from your peasants, whether that’s extracting additional feudal labor that might have been allowed to lapse in the past but could now be enforced, or equally common, by turning up the enforcement on taxation, labor, and feudal privileges to eleven and extract additional income in fines where you can’t in rent. 

So you can see something of a back-and-forth process, where the nobles try to squeeze every last drop of wealth from their peasants, while the peasants try to cheat their overlord at every turn, and the balance of power depended a lot on organization, force of personality, and broader legal and political circumstances (this is a big part of why royal courts were so important in the centralization of monarchy). If managed incorrectly, you got tyranny and oppression, peasant rebellions and bloody repression. If managed correctly, you got economic development and growth.