You must use UCS-2.
If you have the UTF-8, you can convert it to UCS-2 by
http://forum.mikrotik.com/t/convert-any-text-to-unicode/164329/26
Or if you have CP1251 you can convert directly to UCS-2 ( IS = TO UNICODE ENTRY POINT)
http://forum.mikrotik.com/t/rextended-fragments-of-snippets/151033/1
(simply remove 0x and the end space for have the UCS-2 text for create the User Data for the PDU)