Came here to mention this exactly. I have a quick intro to the compose key on my website [0] and an intro for how to use Unicode with Latex[1], and there are other resources around the web if you are looking. The idea of a compose key for Unicode originated in Plan 9, as far as I know.
I do really like modern emoji pickers in general. Compose keys are nice, but I love fuzzy filter interfaces that search as you type. Compared to compose sequences, they let you get up to a reasonable speed very quickly.
WinCompose offers this. I find it slightly buggy with caps as compose, but it works well enough and it can read an XCompose config file. (It does not honor XCompose includes IIRC, you have to merge everything into one file.)