All commands described below can be executed with either the [tab] or [space] key. Executing a command with [tab] will insert the special symbols and leave the cursor next to the inserted symbol. [space] will add a space after the inserted symbol.
Snippets to automatically convert symbol names to their corresponding unicode character. For instance typing '\all' + [tab] will display '∀'. For a full list of supported symbols see list here. This page has also been added to VS Code, so just press CTL + SHIFT + P and type 'Symbols', select "Unicode Math Symbols Guide" to see the full list of supported symbols.
Superscript and Subscript
To convert a portion of text to a superscript or subscript just type '\_123' or '\^123' + [tab]. This will display ₁₂₃ or ¹²³. For a full list of supported subscript and superscript characters see here.
Bold and Italics
To insert a bold character the '\mbf<character>' can be used. For instance '\mbfX' + [space] will display '𝐗 '. Correspondingly, italics can be inserted with the '\mitX', resulting in '𝑋'.
If a sequence of characters needs to be bolded or italicised then the following sequences will work: '\b:matrix' or '\i:matrix' resulting in '𝐦𝐚𝐭𝐫𝐢𝐱' and '𝑚𝑎𝑡𝑟𝑖𝑥'.
You can also convert a list of chars with special prefix via \prefix:abc, which will be equivalent to \prefixa \prefixb and \prefixc, for example:
\Bbb:ABCabc → 𝔸𝔹ℂ𝕒𝕓𝕔