As I recall, most Windows

In reply to How to build a glyph for a control character:

As I recall, most Windows versions would display a box for a control character, probably because that's the font's 'missing character' symbol. I have seen it often enough instead of a ^Z or even ^@.

IIRC, some TeX encodings use the U0000..U001F space for glyphs, and I already know that FontForge can stuff that space...