I have heard that lilies are impervious to round up. Any truth to that?
NO! Assuming such a person is not stupid [option 1], he/she just doesn't understand how Round Up (and many other herbicides) work [option 2].
For any chemical to work well, there has to be enough of it in the host to do the job. You may give a child a half an aspirin to relieve his symptoms, but would a half an aspirin do the same for an adult? Of course not. An adult has a much larger body mass, so he must take correspondingly more aspirin to reach the same level of effectiveness. It's a similar thing with plants.
Remember RU is only absorbed by above ground parts of the plant. Some plants are killed easily with RU because their foliage surface to mass ratio is large. (There is lots of green part compared to the total mass of the plant.) They can absorb a lot of the chemical, and when the chemical is distributed throughout the plant, the concentration of RU is still high and easily kills the plant. A zinnia would be a good example, with lots of leaves and green stems, and fibrous (not fat and bulky) roots.
----- On the other hand, there are plants seemingly "resistant" to RU, like daylilies, iris, Quack grass and lilies. These plants have low foliage to mass ratios. They have a relatively small amount of green surface area to take in RU, compared to their total mass. This is mostly because their root structure is very large (by weight). So these plants start by taking in the poison, but when it is distributed throughout the plant (including the roots) the concentration of the chemical becomes so low that it is not enough to kill the plant. This is why when you spray these types of plants, they initially look peaked, like they are going to die, but then turn back to green. There isn't enough of the chemical, once distributed throughout, to kill the plant. A second application is often needed to finish the job.
Doubling the dose with the first application does not work. You will burn the leaves, and NONE of the chemical will be absorbed. The plant will just resprout.
So perhaps "impervious" was a just a bad choice of words, because lilies do indeed absorb Round Up. They just need an "adult dose" because they have more body mass.