I want to use some items in Segoe MDL2 Assets as icons for a menu driven off a collection.
I have my collection defined
NavItems = n
In C#, unicode character escapes sequences are prefixed by \u, so your code should look like this:
\u
NavItems = new ObservableCollection { new NavItem { Icon = "\uE1E2", ... }, new NavItem { Icon = "\uE115", ... } };