Thanks Ray for highlighting documentation needing improvement, and thanks Howard and David for your advice.
As David mentions, the page "Converting your MySQL database to UTF8" dates back to Moodle 1.6, so I have deleted the page in the 3.3 and 3.4 docs wikis. (It's still available in the 3.2 docs wiki though - https://docs.moodle.org/32/en/Converting_your_MySQL_database_to_UTF8 )
I also noticed that MySQL full unicode support linked to it, but found it unclear which bit of text it referred to. Thus I removed the link and am hopeful that if further information is required, someone knowledgeable will add it.