I just tried it with fontforge on Windows (already installed), it's pretty straight forward.
* Open fontforge with the source font, scroll down until you find `U+2502`.
* Right click on the glyph -> _Copy_
* Open another instance of fontforge with the target font, scroll down to the empty slot for `U+2502`
* Right click -> _Paste_
* Select _File -> Generate Fonts (Ctrl+Shift+G)_ in the menu, enter a new font name, select _True Type_ , click _Generate_ and click away some warnings.
* Repeat for each font type (regular, bold, italic, ...)
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![Generate Fonts dialog](