A way to read table data from Mysql to Pig
Like you say, DBStorage only supports saving results to a database.
To load data from MySQL you could look into a project called sqoop (that copies data from a database to HDFS), or you could perform a mysql dump and then copy the file into HDFS. Both ways required some interaction and cannot be directly used from inside Pig.
A third option would be to look into writing a Pig LoadFunc (you say your tried to write a UDF). It shouldn't be too difficult, you'll need to pass much the same options as DBStorage (driver, connection credentials and a SQL query to execute), and you can probably use some result set metadata inspection to auto generate a schema too.