How do you set the default encoding in Jenkins?

Never mind, found out how to do it:

export PYTHONIOENCODING=UTF-8

If you want to set the encoding on a system level in your Jenkins installation, you can add it as a global properties key-value pair (Jenkins -> Manage Jenkins -> Configure System) with name=LANG and value=<insert your locale here> (which in my case equals en_GB.UTF-8). That way you avoid setting the locale for every Jenkins job.