No, $\partial f(U) = f(\partial U)$ need not be true.
As an example, take $D = \Bbb C$,
$$U = \{ z : |z| < 1 \text{ and } \operatorname{Re} z > 0 \}
$$
and $f(z) = z^4$. Then
$$
f(U) = \{ z : |z| < 1 \} \setminus \{ 0 \}
$$
and
$$
f(\partial U) = \{ z : |z| = 1 \} \cup [0, 1)
$$
is a strict superset of
$$\partial f(U) = \{ z : |z| = 1 \} \cup \{ 0 \} \, .
$$
If $U$ is bounded then $\partial f(U) \subset f(\partial U)$ holds.
Proof:
$\overline U$ is compact, therefore $f(\overline U)$ is compact as
well. It follows that
$$
\overline{f(U)} \subset f(\overline U) \, .
$$
A (non-constant) holomorphic function is an open mapping,
therefore $f(U)$ is an open set, so that
$$
\partial f(U) = \overline{f(U)} \setminus f(U)
\subset f(\overline U) \setminus f(U) \subset f(\overline U
\setminus U) = f(\partial U) \, .
$$
If, in addition, $f$ is injective (or more generally,
a proper map from
$U$ to $f(U)$) then equality holds.
Proof: For a proper map it holds that
$$ \tag{*}
f(U) \cap f(\partial U) = \emptyset
$$
and therefore
$$
f(\partial U) \subset f(\overline U) \subset \overline{f(U)} \\
\Longrightarrow f(\partial U) \subset \overline{f(U)} \setminus f(U) = \partial f(U) \, .
$$
Proof of $(*)$: Assume that $w_0 \in f(U) \cap f(\partial U)$.
Let $K$ be a compact disk such that $w_0 \in K \subset f(U)$.
From $w \in f(\partial U)$ it follows that there is a sequence $(z_n)$,
$z_n \in U$, such that $z_n \to z_0 \in \partial U$ and $f(z_0) = w_0$.
Then $f(z_n) \to f(z_0) = w_0$ and therefore $f(z_n) \in K$ for
$n \ge n_0$, so that $z_n \in f^{-1}(K)$ for $n \ge n_0$.
If $f$ is a proper map then $ f^{-1}(K)$ is compact in $U$ which
is a contradiction to $z_n \to z_0 \in \partial U$.