How to use multibyte file names in adb shell?
mksh developer here.
mksh uses UTF-8 internally, but is currently limited to the BMP (basic multilingua plane), which means U+0000 to U+FFFD. If you want to use SMP codepoints (U-00010000 to U-0010FFFD) on the input line, you currently have to disable the UTF-8 mode (sorry):
$ set +U

That switches to a byte-wise mode which does not limit the input. (You can tab-complete files with SMP characters in them, but not directly input them, because input is validated.)
$ set -U   # switches back to UTF-8 mode

Switching mksh to full 21-bit Unicode is already on my TODO, and I’m currently hoping to be able to provide it for the next release.