Can luatex parse log file at end, similar to grep, but without shell escape?

I'm assuming that your real goal is to make any missing characters obvious, so probably the best way to do that is to replace any missing characters with a bright red box, so that they're impossible to miss:

\RequirePackage{luacode}
\begin{luacode*}

-- Constants
local width = tex.sp("10pt")
local height = tex.sp("10pt")
local message = string.formatters["Missing glyph %c (%U) on page %d"]
local pdf_start = "q 1 0 0 rg"
local pdf_stop = "Q"

-- Make luaotfload find our "missing_fallback" font
luatexbase.add_to_callback("luaotfload.resolve_font", function(specification)
    if specification.name:match("^missing_fallback") then
        specification.forced = "missing_fallback"
        specification.size = width
        return "missing_fallback", "", true
    end
end, "missing_fallback")

-- Define the "missing_fallback" font
function fonts.readers.missing_fallback(specification)
    local missing = {
        width = width,
        height = height,
        depth = 0,
        commands = {
            { "pdf", "direct", pdf_start },
            { "lua", function(font_id, char_code)
                tex.error(message(char_code, char_code, tex.count[0]))
            end },
            { "rule", height, width },
            { "pdf", "direct", pdf_stop },
        },
    }

    local unicode_max = 0x10FFFF
    local characters = lua.newtable(unicode_max, 0)
    for i = 0, unicode_max do
        characters[i] = missing
    end

    return {
        name = "missing_fallback",
        parameters = {},
        properties = {},
        size = specification.size,
        characters = characters,
    }
end

-- Make sure that the missing fallback font is used for all loaded fonts
luaotfload.add_fallback("missing_fallback", { "my:missing_fallback" })
luaotfload.features.global.fallback = "missing_fallback"

\end{luacode*}

\documentclass{article}
\pagestyle{empty}

\begin{document}
    \section{Missing ☹ Glyphs}
    Hello, world! 🦆 \emph{also works here π}
\end{document}

This is LuaHBTeX, Version 1.22.0 (TeX Live 2025) 
 restricted system commands enabled.
(./luatex-missing-glyph.tex
LaTeX2e <2024-11-01> patch level 2
L3 programming layer <2025-01-18>
 (/usr/local/texlive/2025/texmf-dist/tex/lualatex/luacode/luacode.sty (/usr/local/texlive/2025/texmf-dist/tex/generic/iftex/ifluatex.sty (/usr/local/texlive/2025/texmf-dist/tex/generic/iftex/iftex.sty)) (/usr/local/texlive/2025/texmf-dist/tex/luatex/luatexbase/luatexbase.sty (/usr/local/texlive/2025/texmf-dist/tex/luatex/ctablestack/ctablestack.sty))) (/usr/local/texlive/2025/texmf-dist/tex/latex/base/article.cls
Document Class: article 2024/06/29 v1.4n Standard LaTeX document class
(/usr/local/texlive/2025/texmf-dist/tex/latex/base/size10.clo)) (/usr/local/texlive/2025/texmf-dist/tex/latex/l3backend/l3backend-luatex.def) (./luatex-missing-glyph.aux)
[1{/usr/local/texlive/2025/texmf-var/fonts/map/pdftex/updmap/pdftex.map}
! Missing glyph ☹ (U+02639) on page 1.
<argument> ...hipout/lastpage}\@kernel@after@shipout@lastpage }\bool_gset_true:N \g__shipout_lastpage_handled_bool }}\hook_use:n {shipout}\__shipout_finalize_box: \cs_set_eq:NN \protect \exp_not:N \tex_shipout:D \box_use:N \l_shipout_box 
                                                                                                                                                                                                                                              \__shipout_dr...
l.61 \end{document}
                   
! Missing glyph 🦆 (U+1F986) on page 1.
<argument> ...hipout/lastpage}\@kernel@after@shipout@lastpage }\bool_gset_true:N \g__shipout_lastpage_handled_bool }}\hook_use:n {shipout}\__shipout_finalize_box: \cs_set_eq:NN \protect \exp_not:N \tex_shipout:D \box_use:N \l_shipout_box 
                                                                                                                                                                                                                                              \__shipout_dr...
l.61 \end{document}
                   
! Missing glyph π (U+003C0) on page 1.
<argument> ...hipout/lastpage}\@kernel@after@shipout@lastpage }\bool_gset_true:N \g__shipout_lastpage_handled_bool }}\hook_use:n {shipout}\__shipout_finalize_box: \cs_set_eq:NN \protect \exp_not:N \tex_shipout:D \box_use:N \l_shipout_box 
                                                                                                                                                                                                                                              \__shipout_dr...
l.61 \end{document}
                   
] (./luatex-missing-glyph.aux))
(see the transcript file for additional information)
 411 words of node memory still in use:
   3 hlist, 1 vlist, 1 rule, 2 glue, 3 kern, 1 glyph, 4 attribute, 49 glue_spec, 4 attribute_list, 1 write nodes
   avail lists: 2:34,3:10,4:1,5:25,6:4,7:140,9:20,11:2
</usr/local/texlive/2025/texmf-dist/fonts/opentype/public/lm/lmroman10-italic.otf></usr/local/texlive/2025/texmf-dist/fonts/opentype/public/lm/lmroman10-regular.otf></usr/local/texlive/2025/texmf-dist/fonts/opentype/public/lm/lmroman12-bold.otf>
Output written on luatex-missing-glyph.pdf (1 page, 8443 bytes).
Transcript written on luatex-missing-glyph.log.

Because there is "glyph_not_found" callback, I show, what we can do in OpTeX:

\directlua{
    misschars = 0
    callback.add_to_callback ("glyph_not_found", function(id,char)
         misschars = misschars + 1
         texio.write_nl(string.format("Missing character!
            There is no \%s (U+\%.4X) in font \%s", utf8.char(char), char, font.fonts[id].name))
      end, "addmisschars")   
}
\addto\_byehook{
   \ifnum\misschars>0 
      \opwarning{There is \misschars\space missing character\ifnum\misschars>1 s\fi
                 \space in the document}
   \fi
}
\def\misschars{\directlua{tex.print(misschars)}}

\fontfam[lm]

Test:
Foo ☹ bar.
Foo ☹ bar.
Also α.

\bye

And I get the following output on the terminal:

Missing character! There is no ☹ (U+2639) in font [lmroman10-regular]:+tlig;
Missing character! There is no ☹ (U+2639) in font [lmroman10-regular]:+tlig;
Missing character! There is no α (U+03B1) in font [lmroman10-regular]:+tlig;]
WARNING l.24: There is 3 missing characters in the document.

I will delete this when Max answers, since it is basically this comment. However, I didn't know how to use it, so I wanted to figure it out ...

\documentclass[10pt]{article}
% ateb: https://tex.stackexchange.com/a/740466/
% o sylwad Max Chernoff: https://tex.stackexchange.com/questions/740463/can-luatex-parse-log-file-at-end-similar-to-grep-but-without-shell-escape#comment1847525_740463
\usepackage{fontspec}
\tracinglostchars=2 
{\catcode`\_=12
\directlua{
  luatexbase.add_to_callback("glyph_not_found",function(id,char)
    luatexbase.module_error("rallg's module","BAD DOC! NO DOUGHNUTS!")
  end,"Be nasty")
}
}
\begin{document}
Foo ☹ bar. % Frowny face, not in lmr.
\end{document}

returns

[1{/usr/local/texlive/2025/texmf-var/fonts/map/pdftex/updmap/pdftex.map}
warning  (glyph not found): error: ...ocal/texlive/2025/texmf-dist/tex/latex/ba
se/ltluatex.lua:109: 
Module rallg's module Error: BAD DOC! NO DOUGHNUTS! on input line 13

.
<argument> ...shipout:D \box_use:N \l_shipout_box 
                                                  \__shipout_drop_firstpage_...

l.13 \end{document}

This does not answer my own question "as asked", and is not very useful for general users. But I wanted to exhibit an approach that I previously tried, before asking the question. This works when the missing character is generated by macro, such as \'e to print e with acute accent. In my usage, the allowable character set is less than the characters available in Latin Modern Roman and most other LaTeX fonts. Also, in my usage, all characters must be pre-composed in the font, not created as composite.

If you run this example, you will see that it detects the attempt to create \"n as composite. It would also detect any attempt to create a character with ogonek, etc. But it does not detect characters that are directly pasted as their Unicode glyph, or created via \char"HHHH.

\documentclass{article} % Compile with lualatex.
\RequirePackage{fontspec}
\RequirePackage{xstring}
\setmainfont{Latin Modern Roman} % Would actually be a different font, except for this example.
%% Re-define existing tuenc routine:
\makeatletter
\def\add@unicode@accent#1#2{% #1 is accent, #2 is char to be accented.
  \edef\my@characcent{\detokenize{#1}}%
  \edef\my@tmpa{\detokenize{"0300}}% combining grave
  \edef\my@tmpa{\detokenize{"0300}}%
  \IfSubStr{AEIOUWYaeiouwy}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{grave}\fi}%
  \edef\my@tmpa{\detokenize{"0301}}%
  \IfSubStr{AEIJOUWYaeijouwy}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{acute}\fi}%
  \edef\my@tmpa{\detokenize{"0302}}%
  \IfSubStr{AEIOUWYaeiouwy}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{circumflex}\fi}%
  \edef\my@tmpa{\detokenize{"0303}}% %%%%%
  \IfSubStr{ANOano}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{tilde}\fi}%
  \edef\my@tmpa{\detokenize{"0304}}%
  \IfSubStr{AEIOUaeiou}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{macron}\fi}%
  \edef\my@tmpa{\detokenize{"0306}}%
  \ifx\my@characcent\my@tmpa\def\my@whichacc{breve}\fi%
  \edef\my@tmpa{\detokenize{"0307}}%
  \ifx\my@characcent\my@tmpa\def\my@whichacc{dot above (except i and j)}\fi%
  \edef\my@tmpa{\detokenize{"0308}}%
  \IfSubStr{AEIOUWYaeiouwy}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{dieresis}\fi}%
  \edef\my@tmpa{\detokenize{"030A}}%
  \IfSubStr{Aa}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{ring above}\fi}%
  \edef\my@tmpa{\detokenize{"030B}}%
  \ifx\my@characcent\my@tmpa\def\my@whichacc{hungarian umlaut}\fi%
  \edef\my@tmpa{\detokenize{"030C}}%
  \IfSubStr{CSZcsz}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{caron}\fi}%
  \edef\my@tmpa{\detokenize{"0323}}%
  \ifx\my@characcent\my@tmpa\def\my@whichacc{dot below}\fi%
  \edef\my@tmpa{\detokenize{"0327}}%
  \IfSubStr{Cc}{#2}{}{\ifx\my@characcent\my@tmpa\def\my@whichacc{cedilla}\fi}%
  \edef\my@tmpa{\detokenize{"0328}}%
  \ifx\my@characcent\my@tmpa\def\my@whichacc{ogonek}\fi%
  \edef\my@tmpa{\detokenize{"0332}}%
  \ifx\my@characcent\my@tmpa\def\my@whichacc{underline}\fi%
  \ifx\my@whichacc\my@good%
    \if\relax\detokenize{#2}\relax^^a0\else#2\fi%
    \char#1\relax%
  \else%
    \PackageError{example}{Missing character:\space\space #2 with \my@whichacc.^^J%
     You may only use a limited character set. You must re-write}%
    % \char"FFFD% My own fonts have this.
  \fi%
}%%
\DeclareUnicodeCommand\textcommabelow[1]{%
  \PackageError{example}{Missing character: \string\textcommabelow\space is not available.^^J%
   You may only use a limited character set. You must re-write}%
  %\char"FFFD% My own fonts have this.
}%%
\makeatother
\tracinglostchars=3 % Error if missing character.                                                                                                                                                                                                                                \begin{document}
This exists.\par
This does \"not exist. % Except for Spinal Tap.
\end{document}

The Terminal error message is beautiful to behold. Have a look.

Warning: Re-writing internal LaTeX macros, as I have done above, is very naughty.