Solomon Rutzky shows how to perform Unicode character escaping in a dozen places:
The purpose of this post is to correct the overall lack of examples. Everything shown below are actual working examples of creating both a Unicode-only BMP character (meaning a non-Supplementary Character that would require Unicode) and a Supplementary Character. Most examples include a link to an online demo, either on db<>fiddle (for database demos) or IDE One (for non-database demos), both very cool and handy sites.
This includes T-SQL and MySQL as well as .NET languages, PHP, JavaScript, and even Excel. It’s a handy reference page.