1. Go to System Preferences => Keyboard => Input Sources
2. Add Unicode Hex Input as an input source
3. Switch to Unicode Hex Input (assuming you still have the default keyboard shortcuts set up, press Command+Shift+Space)
4. Hold Option and type 001f to get the unit separator
5. Hold Option and type 001e to get the record separator
6. (Hold Option and type a character's code as a 4-digit hex number to get that character)
Sadly, this doesn't seem to work everywhere throughout the OS- I can get control characters to show up in TextMate, but not in Terminal.