That’s not strictly speaking true.
Create a new notehead, use the Glyph tab and add a regular roman character. Then hit OK twice (once to confirm the Edit Notehead dialog, and once to confirm the Edit Notehead Sets dialog.
Then go back in and open your new notehead again, and delete the glyph you’d previously added. Switch to the Text tab, click the Style dropdown and see that Dorico has automatically created a new font style for the font you previously used (which is Times in my case).
As long as you can type it, or copy and paste it as text, you can now use.
This applies to the Music Symbols Editor, the Playing Techniques Editor and presumably which ever Line editor(s) are/is relevant, too.
Furthermore, if you now go to Engrave > Font Styles, find the relevant new font style (which is called Times in my case), and change it to something else, Dorico will automatically update the Notehead/Playing Technique/Music Symbol like so:
(This is a totally rubbish notehead example, obviously, but it’s timely given it’s approaching sundown on a Saturday here.)