[XeTeX] Using OpenType MathPi?

[J P Blevins]

Using the Type 1 version of MathematicalPi produces curious offsets, and
loading the mathtime package yields an error, so I am trying to use the
OpenType font Mathematical Pi LT Std, which has many of the characters I
need.

However, I can't see how to get access to these characters.
Mathblackboard 'R', for example, \U00211D, shows up in the character
palette, and can be inserted into a BBEdit text file with a UTF-8 or
UTF-16 encoding, and it is processed by invoking XeTeX within TeXShop
using the corresponding encodings. Yet the character displays as an
unprintable character in the PDF output.

So how does one get XeTeX to access to math characters, etc., in an
OpenType font? If this is a RTFM question, I'd appreciate references.

Thanks,

-Jim