I found this on netzwolf.info:

You can enter arbitrary Unicode characters (more precisely code points) in X11 on Linux, if you know their Hex-Code:

• Press Shift-Ctrl (keep them pressed)
• Press also the letter u
• Release the Ctrl-Key
• Release the u-key
• Keep the Shift-key pressed
• Enter the Hex-Code of the Code point with the number of hex digits needed
• Release the shift key

Let’s try with the Cyrillic Alphabet, more precisely with its Unicode Block:

• Ѐ U+0400
• Ё U+0401
• Ђ U+0402
• Љ U+0409
• А U+0410
• Б U+0411
• В U+0412
• Г U+0413
• Д U+0414

Not very fast, but it works quite well for a few characters. Just open the table in one window and use this key sequence in another one.

For frequently used characters it is a good idea to remap the keyboard with xmodmap.