The control word \uc0 can be used to indicate that subsequent Unicode escape sequences within the current group do not specify a substitution character.
http://en.wikipedia.org/wiki/Rich_Text_Format

If you remove the "?" from "\uNNNN?" and use "\uc0" doesn't that mean that it will print nothing if the Font does not have the glyph requested.

With the "?" you have an indication that your Font doesn't have that character.