(Just posting this for future internet searches, since this is the post that showed up first when I tried to find a solution to this)
I had the same problem with BMFont and trying to get the euro sign. I solved it by doing what you did at first, have a character that I intended to replace, then, in BMFont, I loaded up a font that would have the euro character (such as arial), and then if you go on the right side and choose "Currency Symbols", hover over the symbol you want and in the lower right corner you'll see the code number for it.
The code I used for Euro is 8364.