White squares in Unicode strings

I have some unicode strings to insert accents into plot titles, axes and labels. As output, I produce both PNGs and EPS files. I don’t select any backend (I guess TKAgg is chosen by default), and run the program on Windows. I use matplotlib 0.87.

Anyway, the problem is that in the EPS files, the Unicode strings show some white squares where a space should go. The PNG files are fine. If I don’t use Unicode, then no problem. I am attaching a small sample as a PNG (captured fro a PS viewer).

What’s going on? Seems related to Unicode strings, but is there a way to write labels with accents (iso-8859-1) without restoring to unicode?

Many thanks!