I get a similar error message when the category contains Norwegian letters - like æ,ø and å.
The preferred solution would be to separate the categories from the labels printed on the screen, so that the values passed in the cross-reference are e.g. Category IDs, and the values shown in the graph are e.g. Category Names. I have not found a way to do this yet, though, so I am using workarounds (e.g. using Tool Tips for Names and Alias for IDs)