I just ran into this same issue and I couldn't find an answer anywhere, but I did find a solution. The problem is that the default key bindings in Sublime for Linux overwrite ctrl+shift+u with a soft_redo command. To disable this:
- Open up your default key bindings:
Preferences > Key Bindings - Default
- Search for
ctrl+shift+u and comment out the line containing that key binding. For example: //{ "keys": ["ctrl+shift+u"], "command": "soft_redo" },. Optionally, you could remap this to a different key binding if you really want soft_redo (I have no idea what this command does See comment below for soft_redo functionality).
- Save and you're good to go!
One note though, you'll need to use <space> instead of <enter> when you've completed the unicode character code as Sublime has a key binding for <enter>.
Edit:
Since you can no longer easily edit the default key bindings in Sublime Text 3, I would suggest using the answer by @brandon-lockaby.