Unicode character disappears

I’m running Windows 7 and this OS has a little program called Private Character Editor (Start > Run > C:\WINDOWS\system32\eudcedit.exe) where you can select an available unicode slot and create any character using the editor’s bitmap field. I created a little happy face in slot E000.

I created a font in the library that I called ‘helv’ and selected “All” under “Character ranges” in the font’s Font Embedding properties dialog.

Then I execute this class, where first I have commented out all of the formatting:

package {
     import flash.display.Sprite;
     import flash.text.*;
    
     public class UnicodeTest extends Sprite {
          private var tf:TextField;
          //private var tff:TextFormat;
          //private var helv:Helv;
         
          public function UnicodeTest():void {
               //helv = new Helv();
               //tff = new TextFormat();
               //tff.font = helv.fontName;
               //tff.size = 20;
               //tff.color = 0x990000;
              
               tf = new TextField();
               //tf.defaultTextFormat = tff;
               //tf.embedFonts = true;
               tf.autoSize = TextFieldAutoSize.LEFT;
               tf.text = "\ue000  OK";
               addChild(tf);
          }
     }
}

This way, the little happy face appears in the unformatted text, as expected.

BUT… when I uncomment the TextFormat stuff and apply it, the happy face disappears.

What am I doing wrong? I suspect that maybe I need to add something about the unicode character in the Font Embedding dialog’s “Also include these characters” section but I don’t know what I’m doing there.