Are you hacking the GBA games? If so, letters like äêõß etc. are already included in its functionality; in FEditor just type [0xE9] where 0xE9 is replaced by your unicode of choice. (Or if you copy-paste from, say, the unicode directory, FEditor will do it automatically.) This works for anything with unicode less than 0xFF.
If you're looking to include non-European letters though, I don't know where you could change the font graphics.
This might be helpful: http://en.wikipedia.org/wiki/List_of_Unicode_characters