Unicode Composition in Sublime Text

I also got here, but these days it seems you really aren't meant to edit the default settings, and the binding can't be unbound in user settings.

My solution is to press ctrl+alt+shift+u in sublime. It works and I don't have to change any key bindings. Still have to press space when you're done.

I just ran into this same issue and I couldn't find an answer anywhere, but I did find a solution. The problem is that the default key bindings in Sublime for Linux overwrite ctrl+shift+u with a soft_redo command. To disable this:

1. Open up your default key bindings: Preferences > Key Bindings - Default
2. Search for ctrl+shift+u and comment out the line containing that key binding. For example: //{ "keys": ["ctrl+shift+u"], "command": "soft_redo" },. Optionally, you could remap this to a different key binding if you really want soft_redo (I have no idea what this command does See comment below for soft_redo functionality).
3. Save and you're good to go!

One note though, you'll need to use <space> instead of <enter> when you've completed the unicode character code as Sublime has a key binding for <enter>.

Edit:

Since you can no longer easily edit the default key bindings in Sublime Text 3, I would suggest using the answer by @brandon-lockaby.