JQ can't parse \u2022 character

I'm trying to perform a bulk upload to Elasticsearch (around 1mln documents). In order to do that, I'm using jq to reformat the JSON file extracted from MySQL database and curl to post the data to Elasticsearch:

cat dataset.json | jq -r -c '.[] | { "index" : { } }, .' | curl -u login:password -H "Content-Type: application/json" -XPOST "https://.../skills/default/_bulk?pretty" --data-binary @-

I get an error:

parse error: Invalid string: control characters from U+0000 through U+001F must be escaped at line 276249, column 317

I found that the character that jq can't parse is \u2022. I tried adding "-r" jq command but the error stil occurs. How can I handle this for all occurrences of \u2022?