I had a brief go at this, but the only — really, just one! — method that can access glyphs, rather than Unicodes, is findGlyph/changeGlyph (that's two… but they are the only two!).
Problem is, #1: you have to find a glyph code first to replace. But you cannot simply insert any character and then replace it with the glyph you need, because you have to feed it the glyph code it has to find. And you don't know the glyph code of the character you just inserted, because you inserted it as a character — so you have to insert a glyph code to begin with. Round and round we go.
#2 is much simpler: even with known glyph codes, just to test the idea, ID kept on complaining I didn't set the various parameters correctly. Perhaps it's due to inexperience: I used Find/Change Glyphs only once, with CS3, and boy, did it not work as advertised. Never used it again.