ORA-01406 while building a Sphinx index
I resolved the very same error by changing:

NLS_LANG=AMERICAN_AMERICA.UTF8


to

NLS_LANG=AMERICAN_AMERICA.AL32UTF8


After this i got another subsequent error:

WARNING: '...' column truncated (buffer=..., got=...); consider revising sql_column_buffers


I've fixed it as described in Sphinx Documentation