How do I get the last non-empty line of a file using tail in Bash?

You can use Awk:

awk '/./{line=$0} END{print line}' my_file.txt

This solution has the advantage of using just one tool.

Use tac, so you dont have to read the whole file:

tac FILE |egrep -m 1 .

How about using grep to filter out the blank lines first?

$ cat rjh
1
2
3


$ grep "." rjh | tail -1
3