The unicode value is FEFF. You can see the value in the info panel.
.. and you can remove them with
newstr = oldstr.replace(/\uFEFF/g, "");
(note the UPPERCASE unicode -- for some reason it doesn't work with lowercase \ufeff, while it does in regular strings!)
The problem is that FEFF is also the code for index markers (and who knows what else), so you want to be really careful.
I think also anchor markers and tables (or was it something else?),
but all that stuff should be stripped out for file names...
OK thanks for the help. I think I can access the character in AS something like this:
set n to «data utxtFEFF»
set n to n as Unicode text