My setup is configured as utf-8 only and it works, but you're right, it means taking care of the autoreply sections as well.
It needs to be fixed anyway as there are quite a few problems with the way auto-replies are configured at the moment.
There is text in the exim.conf file which can use different charsets depending on where the file was edited (cp, shell, windows editor, etc.)
There is text submitted by the user, which will be using whatever the skin was using at the time the user typed his text.
There is the charset used by Exim.
I opted to use utf-8 everywhere and it sorted out all my problems.
It's possible to define the charset in the exim.conf file, but it may be worth it to fix the problem once and for all.