LuaLatex Font Hassles
The TeX Gyre Pagella font I was using turned out not to contain Cyrillic characters. Unfortunately, fontspec doesn’t seem to have an easy means of setting a fallback font — I checked the manual, I swear! So I found a lookalike font named Palladio Uralic and used it instead. Before you can use a newly installed font, you have to run luaotfload-tool --update
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%So is Palladio. Used as fallback. Thanks to http://tex.stackexchange.com/a/37251/32003
\newfontfamily\palladio{Palladio Uralic}
\DeclareTextFontCommand{\textpalladio}{\palladio}