Update: As of QGIS 2.18 at least, there's now an option to uncheck the Draw border for raster symbols in Print Composer - please see the other answer for details
As I mentioned in the comment, there is another workaround - create dummy polygon layer where the outline of boxes in the legend can be set through style of the polygons. It would be definitely way easier to set directly the outline properties in raster legend, but because there is no such option currently as far as I know, workaround is needed.
For color map use:
- create dummy polygon layer
- create two simple polygons with 1 column - value
- set your raster legend minimum for one polygon, raster legend maximum for second
- switch the single symbol to Graduated, make same number of classes as with raster legend
- input into legend raster legend values
- change symbol outline to whatever you like
For custom colors one polygon is enough, no values needed. All you need to do is to switch style of polygon layer to Categorized and add your custom categories.
If you want more options for raster legend, I would suggest to try your luck as feature request on:
http://hub.qgis.org/projects/quantum-gis/issues
Or you can get involved your self into either sponsoring this feature or get into development. Though it might sound like a lot of hassle, it is more systematic solution.
