TIL: If you redirect console output to a file on Windows, it will be UTF-16 encoded. Using grep within WSL on that file won't work, you first need to convert to UTF-8.
"iconv -f UTF-16 -t UTF-8 myfile | grep pattern"
This shit cost me about half an hour to figure out.
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It actually depends. If you use the new PowerShell (which you should), it's default UTF-8. You can also configure it in Windows PowerShell:

