What do you mean? With dotnet fsi? I just tried it and it reads UTF8 just fine, at least in windows terminal.
It doesn't change the output encoding by default, but if you manually set it to UTF8 it works. (IE: Console.OutputEncoding = System.Text.Encoding.UTF8;)
That might be all you need to fix the F# REPL too.
If you mean problems having to do with assigning "..."u8 UTF-8 string literals to variables, there's this workaround: