Sure... For a start I have my scratch buffer showing a few Unicode characters, one trailing spacing character on purpose (to be sure I can see it's highlighted), a zero-width-non-joiner 0x200C and an Hangul filler 0x3164 (may add some from TFA btw). This helps me quickly verify, upon startup, that my setup is working.

I configured all that literally years ago so I don't remember where's what but here's what I've got:

    ;; probably cargo-culted from somewhere
    (update-glyphless-char-display 'glyphless-char-display-control '((format-control . empty-box) (no-font . empty-box)))
    
    ;; See https://emacs.stackexchange.com/questions/65108
    (set-face-background 'glyphless-char "purple")

And then I've got this too (requires markchars.el):

    (markchars-global-mode)

With:

    (defface markchars-heavy
      '((t :underline "magenta"))
      "Heavy face for `markchars-mode' char marking."
      :group 'markchars)

It should get you started.

(and, yup, I know it's overkill but I like it that way)