[R] \uxxxx in libraries

[R Help]

I'm trying to build an extension that uses the \uxxxx characters, but
building the library fails.  The "Writing R Extensions" guide says
that these characters should not be used, but I really can't find any
way around them.  Is there any way to configure the building of a
library so that it will allow them to be used?  I'm currently building
and installing using the following code.

R CMD build newpkg
R CMD INSTALL GUIdemo_1.0.tar.gz

If there is absolutely no way to include the escape characters then I
may have to go a different way, but using \uxxxx seems to be the only
way to include greek symbols in tcltk menus, so I would prefer to keep
using them.

Thanks,
Sam