I'm not familiar with the gui you'r etalking about, but I have ran into the same problem. it seems that mysql can intake and spit out unicode (#<somenumber>

just fine... however.... with it comes to things like passwords, it can't ready it correctly. I don't know if this answers your question, but I've had no luck in getting mysql to work with user name and password with anything but english characters.
Short answer: it may not bt eht GUI at all, it might be mysql itself.