Just be aware that this is the alpha Manual for the as-yet unreleased 2.2.0 version of Audacity - so other pages may/will refer to new stuff. The advice on this page however remains good for 2.1.3 and earlier versions too. I restructured the FAQ for the next release to give clearer advice on errors like this one.
This is actually yet another case of Audacity for Windows not saving supplementary characters properly, a bug that is not even mentioned on the page that you linked to. (Audacity for Windows is saving supplementary characters as pairs of escapes representing surrogates (in the form of
[c-f][0-9a-f][0-9a-f] when it should be saving them either directly or as five- or six-digit escapes.)
Anyway, TrillDill, I’ve attached a version of your project file that doesn’t contain the supplementary character. Hang It Up.aup (212 KB)