Hi,
Well it should be possible via a custom code, which hooks to the extraction process, and removes the unwanted character. I have quickly constructed something that may work. After applying the code, you will have to re-create the index for it to work.
Try adding this custom code to the functions.php in your theme/child theme directory. Before editing, please make sure to have a full site back-up just in case!
add_filter( 'asp_indexing_string_pre_process', 'asp_remove_addition_chars_index', 10, 1 );
function asp_remove_addition_chars_index($str) {
return str_replace('®', '', $str);
}