On https://www.pygmt.org/latest/tutorials/basics/text.html add a link to https://docs.generic-mapping-tools.org/dev/pstext.html
Appropriate text might be: Further details, including using special symbols and other character sets can be found at https://docs.generic-mapping-tools.org/dev/pstext.html
After a lot of searching, that is where I found out to use @. to enter a degree symbol in text on a map.