Please read comments first, this answer likely draws wrong conclusions from the right sources, needs edit.
You can use any printable ASCII chars, and no special chars like ✰ (Which is not ASCII)
Tip: you can encode anything in JSON.
Edit: may not be obvious at first, the character encoding defined in the header only applies for the response body, not for the header itself. (As it would cause a chicken-&-egg problem.)
I'd like to sum up all the relevant definitions as per the spec linked by Penchant.
message-header = field-name ":" [ field-value ]
field-name = token
field-value = *( field-content | LWS )
So, we are after field-value.
LWS = [CRLF] 1*( SP | HT )
CRLF = CR LF
CR = <US-ASCII CR, carriage return (13)>
LF = <US-ASCII LF, linefeed (10)>
SP = <US-ASCII SP, space (32)>
HT = <US-ASCII HT, horizontal-tab (9)>
LWS stands for Linear White Space. Essentially, LWS is Space or Tab, but you can break your field-value into multiple lines by starting a new line before a Space or Tab.
Let's simplify it to this:
field-value = <any field-content or Space or Tab>
Now we are after field-content.
field-content = <the OCTETs making up the field-value
and consisting of either *TEXT or combinations
of token, separators, and quoted-string>
OCTET = <any 8-bit sequence of data>
TEXT = <any OCTET except CTLs,
but including LWS>
CTL = <any US-ASCII control character
(octets 0 - 31) and DEL (127)>
token = 1*<any CHAR except CTLs or separators>
separators = "(" | ")" | "<" | ">" | "@"
| "," | ";" | ":" | "\" | <">
| "/" | "[" | "]" | "?" | "="
| "{" | "}" | SP | HT
TEXT is the most general and includes all the rest -so forget about the rest-.
Here is the US-ASCII charset (= ASCII)
As you can see, all printable ASCII chars are allowed.