http://wincompose.info

comes with standard definitions, but also allows to define custom compositions. File $WINHOME/.XCompose:

<Multi_key> <p> : "ä"
<Multi_key> <P> : "Ä"

<Multi_key> <bracketleft> : "ö"
<Multi_key> <braceleft>   : "Ö"

<Multi_key> <bracketright> : "ü"
<Multi_key> <braceright>   : "Ü"

<Multi_key> <semicolon> : "å"
<Multi_key> <colon>     : "Å"