Using Bluefish with character encoding set to utf-8, I can write files with accented characters.
Using MySQL Query Browser, I can then load the data entered with Bluefish into a MySQL database. The accented characters survive the journey unscathed.
The console will display accented characters correctly if I use the ctrl+shift+u input method.

So far so good, but when I start MySQL from the console and run queries on that database, the accented characters are replaced with the "don't know what this is" glyph. Where's the difference coming from?