Your question is very similar to How to use underscores with pgfplotstable? in that you have some plain string as input and you want to typeset that string automatically "as-is but with some math-mode adjustments".
The solution to the linked question is to apply search-and-replace to the plain text string such that it can be typeset by TeX. The same approach can be used here as well:
\documentclass{standalone}
\usepackage{
pgfplots,
pgfplotstable
}
\pgfplotsset{compat=1.5}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\pgfplotstableread[col sep=semicolon]{data.csv}{\tableabcdef}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
xbar,
xlabel={Values},
ylabel={Subject},
xmin=-4,
ytick=data,
nodes near coords, nodes near coords align={horizontal},
yticklabel={%
\pgfplotstablegetelem{\ticknum}{AA-BB}\of{\tableabcdef}%
\def\marshal{\pgfplotsutilstrreplace{_}{\_}}%
\expandafter\marshal\expandafter{\pgfplotsretval}%
\def\marshal{\pgfplotsutilstrreplace{°}{$^\circ$}}%
\expandafter\marshal\expandafter{\pgfplotsretval}%
%
\texttt{\pgfplotsretval}%
},
enlarge x limits={upper,0.3},
]
\foreach \i in {Min,Max}{
\addplot table [meta=AA-BB, y expr=\coordindex, x=\i] {\tableabcdef};}
\end{axis}
\end{tikzpicture}
\end{document}

What it does is
- define
yticklabel such that it takes \ticknum on input and reads the corresponding row from the input table.
- the value will be stored in
\pgfplotsretval - as-is.
- then it runs
\pgfplotsutilstrreplace{°}{$^\circ$}{<value>} and the same for the underscore. This is the same approach as in How to use underscores with pgfplotstable?, except that is uses expansion magic because <value> must be expanded once before the search-and-replace starts (compare Where do I start LaTeX programming? for details)
- finally, it typesets the label with type writer font (hoping that this is what you wanted -- otherwise you may want to replace the minus sign by
${-}$ as well).
in addition, I added
\pgfplotset{compat=1.5} such that the y label is positioned correctly
- enlarge limits
My answer is actually less pgfplots and more plain TeX. If someone wants to study the approach, he might want to reduce the problem to something which is less involved. Here is such a reduced case.
\documentclass{standalone}
\usepackage{pgfplots}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\begin{document}
\def\pgfplotsretval{CC_DD-03°}
% FAILS:
% \pgfplotsretval
\def\marshal{\pgfplotsutilstrreplace{_}{\_}}%
\expandafter\marshal\expandafter{\pgfplotsretval}%
\def\marshal{\pgfplotsutilstrreplace{°}{$^\circ$}}%
\expandafter\marshal\expandafter{\pgfplotsretval}%
\ttfamily
\pgfplotsretval
\end{document}
Nevertheless, I have the impression that special characters in data files need some smart handling as soon as strings are to be read from data files. This might deserve some thoughts on how to do this "properly" in pgfplotstable. If someone has a good idea: let me know (probably by email, my address is in the manual of pgflotstable).
°-sign but I found out that it doesn't matter, only the underscores seem to cause grief. – henry Jul 11 '14 at 06:16°-sign, this is why I updated the MWE. Anyway, if you post your comment as a reply I'd mark it as solved. At this moment the problem seems to be resolved. (Maybe include a note about theignore charskey, as I was not aware of that and maybe other aren't either.) – henry Jul 11 '14 at 06:17\circ-sign seems to be omitted automatically, I tried to include it in the list for ignored characters, just for the sake of it. But I wasn't successful so far (^\circ,^°and then different versions of braces around them...). If you have any idea about that, I am very interested to hear it. :) – henry Jul 11 '14 at 07:41