They will all burn quickly as sawdust is low energy fuel both by volume and by weight. Or did you mean burn out i.e. deteriorate? In which case you just have to pay more - welded steel is much more durable than cast iron.
Possible answers to fast burning are: frequent refuelling, to go bigger to reduce frequent refuelling, to go in for batch burning.
Batch burning ideally means burning intermittent charges of fuel at max efficiency (i.e. fast and hot, fan assisted) but storing the heat in a large hot water tank a.k.a. "thermal store" to serve a central heating system. The system then doesn't need a continuous burn but instead uses an intermittent blast to top up the heat store, as necessary.
We are looking at one for our current project and will report back. It looks expensive but will burn any dry wood, sawdust cardboard and paper, much of which will be free.