I tried the following code:

import pdb
pdb.set_trace()
print(1 + 2)
print("αβγ∫")

When run in vanilla Python it indeed ends with UnicodeEncodeError as soon as it hits the line with non-ASCII characters. However, the solution via win_unicode_console package seems to work correctly. There is just an issue when you keep calling 'next' even after the main program ended. It ends with a RuntimeError after a few iterations. I didn't know that pdb can continue debugging after the main program has ended.