I'm now using this and I like it very much, tiny and superfast, better than the slow bloat of WinCompose.

Build notes for those from the future (I use Windows 7):

1) Install Cygwin, including mingw64-x86_64-gcc-core package

2) Edit build.sh file to replace compiler from CC=gcc to CC=x86_64-w64-mingw32-gcc

This provides a native exe without dependancy on cygwin1.dll