If Mac OS X has a quite cool builtin dialog to insert unicode chars in any window, that's not the case for Windows and Linux. The Char Insertion dialog in Nvu/KompoZer being an oooooold thing, I revamped it entirely and checked the new code in a few minutes ago (rev. 468). See the result below (click to enlarge).

Unicode Char Insertion dialog

BTW, it works with both the wysiwyg and the source view.