I'm going to give you a few meta-answers.
First up, (just for background) FAT32 handles UTF-8/UTF-16 filenames in an odd way.
More than likely, it's just a mount option (covered below)... just in case it's not though I'm covering a few other options...
Step 1: Check your mount options.
When I tried to mount a vfat filesystem in Fedora, these were the options presented:
$ grep vfat /proc/mounts
/dev/loop0 /tmp/tmp.Migr78uZ75 vfat rw,relatime,fmask=0022,dmask=0022,\
codepage=437,iocharset=ascii,shortname=mixed,errors=remount-ro 0 0
Obviously iocharset=ascii is sub-optimal. When I re-mount with the option iocharset=utf8 it correctly represents the correct iocharset value:
$ grep vfat /proc/mounts
/dev/loop0 /tmp/tmp.Migr78uZ75 vfat rw,relatime,fmask=0022,dmask=0022,\
codepage=437,iocharset=utf8,shortname=mixed,errors=remount-ro 0 0
Example:
$ cp 测试.pdf /tmp/tmp.Migr78uZ75/
cp: cannot create regular file '/tmp/tmp.Migr78uZ75/测试.pdf': Invalid argument
$ sudo mount -o loop,iocharset=utf8 ~/vfat.img /tmp/tmp.Migr78uZ75/
$ cp 测试.pdf /tmp/tmp.Migr78uZ75/
$ echo $?
0
$ ls -li /tmp/tmp.Migr78uZ75/
total 0
167 -rwxr-xr-x. 1 root root 0 Sep 25 21:57 测试.pdf
Next, the situation of having problems moving files happens more often than you think. Depending on the exact details of the situation, I've used variations on a number of the answers cited here.
To summarize these a bit:
Option 1: Move the file by reference.
The file is stored on an ext* filesystem by it's "inode" number. You can verify/see this number by adding the -i flag to ls:
$ ls -i
3312906 测试.pdf
From here, it's possible to reference the file by it's inode number with the find command and then execute a mv command indirectly:
$ find * -inum 3312906 -exec mv "{}" /tmp/tmp.Migr78uZ75/ \;
Option 2: Odd escaping
Both find and xargs have the ability to use NUL (\0) characters for field separation, allowing for working around crazy characters:
$ find . -inum 3312906 -print0 | xargs -0 -I '{}' mv '{}' /tmp/tmp.Migr78uZ75/