.. a blank? I got (for some reason) the code “^+”, but it didn't work anyway.
I can tell ya why it doesn't work. The regular Find/Change stuff only works correctly with Unicode encoded characters — and the Command Key code character you specify has a Glyph ID (which is no more than the nth index of the glyph in this font) but it doesn't have a Unicode code.
Now, normally I'd advise something like “first insert any other character from Apple Symbols that does have a Unicode, then use Find/Change Glyph to change this one into the one you want”, but there is an easier way.
1. Copy your Command Key character out of a text frame as you did before.
2. This time, put the code “^c” (lowercase cee) in your Change To field.
3. Change All. Don't worry about the ultra-weird screen redrawing, it's just something Adobe ought to fix someday! If you scroll the screen a bit, you will see the text redraw correctly.
The magic code “^c” stands for “Insert Clipboard text with all formatting”, and a quick test shows it works as advertised.