How do I encode Unicode character codes in a PowerShell string literal?
Replace '\u' with '0x' and cast it to System.Char:
PS > [char]0x0048
H
You can also use the "$()" syntax to embed a Unicode character into a string:
PS > "Acme$([char]0x2122) Company"
AcmeT Company
Where T is PowerShell's representation of the character for non-registered trademarks.
Note: this method works only for characters in Plane 0, the BMP (Basic Multilingual Plane), chars < U+10000.
According to the documentation, PowerShell Core 6.0 adds support with this escape sequence:
PS> "`u{0048}"
H
see https://docs.microsoft.com/en-us/powershell/module/microsoft.powershell.core/about/about_special_characters?view=powershell-6#unicode-character-ux