Hi Christos,
I'm pretty sure others want to have unicode input on Windows, too, you can try to find allies here or on the Squeak-dev list. For example, I'm pretty sure this is still on the todo-list for Sophie (which supports Unicode input on the Mac only so far - they do have full clipboard support via ffi on windows though). It would be great if you and others add that functionality to the Windows VM. This is how it has worked in the past - for example, much of the multi- language support comes from the Japanese community.
OK then... any allies?
I only work for Unix clipboard because my immediate goal is for OLPC. But my main PC is Windows, so I'm happy to help you. I don't have a good advice for you because I'm just beginning to hack the vm code though, I could test your code at least.
Cheers, - Takashi