Microsoft, this is a pain for your non-US keyboard using customers. Please can you fix this feature to work on any language keyboard? As an English (United Kingdom) customer, having to switch to an English (US) keyboard first, then click WIN + . is frustrating.
One tip for others in the same boat; you can quickly switch between keyboards with WIN + SPACE so getting the emoji panel from your native-language keyboard becomes
WIN + SPACE (switch to US keyboard)
WIN + . (open emoji panel)
WIN + SPACE (switch back to native keyboard)