<<Disclaimer: Verify this information before applying it to your situation.>>
According to Scott Adam's often reffered to site at
http://celiac.com/forbiden.html :
Cellulose is a carbohydrate polymer of D-glucose. It is the
structural material of plants, such as wood in trees.
It contains no gluten protein.
This statement has also been echoed many times on this listserver and
Sprue-nik Press.
Best Health
Greg Funaro (GF in Huntsville, AL)