I don't know of a GUI editor, but I wanted to point out a vaguely-related thing (that I only know about because I know the guy who wrote it socially and we both have "funny letters" in the proper spellings of our names so got to talking about it once - there may be better tools out there for all I know since I don't actually use compose keys):

http://gtk-im-extra.sourceforge.net/imlatinplus-doc.html Latin Plus is a set of additional compose key sequences that might be useful depending on what you're doing, so if it meets your needs that might save you some time. It's focused around things that a predominantly English-speaking person using an American keyboard might need compose sequences for, particularly mathy stuff.

...I personally get non-keyboard characters in my documents by copying and pasting them in from various places, so I'm probably not all that helpful for your question.