Most operating systems already have easy ways to type Latin accents, often even without switching to a different language’s keyboard layout. It’s a good idea to learn how to do this in your OS, in addition to anything REPL-specific, in order to type words and names from non-English Latin-script languages.
On the iPad and iPhone on-screen keyboard, for example, if you simply hold down on the “o” key, you will see a pop-up menu of accents. In MacOS, you can type “ö” by “option-u o”. In Linux, with an appropriate desktop setting, you can type compose-" o. In Windows, you type alt-0246 (ugh!), but there are add-on packages to make it more Linux-like.
Note that ö typed by the above produces U+00F6, whereas o followed by tab-completion of \ddot in the REPL produces the o character followed by the U+0308 combining character. However, this combination is canonically equivalent to U+00F6 according to the Unicode standard, and in fact is treated as equivalent in Julia’s parser (because identifiers are “normalized”).