I'm looking for a way to set encoding of cached files to UTF8
Zend_Cache doesn't have an encoding option and doesn't handle encodings!
Zend_Cache simply stores data as a binary stream so if you store UTF-8 text you store a byte stream and if you store ASCII text you store a byte stream. YOU have to know which type of data you stored within the cache and how to use it.
If you don't have magic_quote_runtime
enabled you get the same bytes you stored before else disable this deprecated PHP-INI-Setting (and all other magic quotes settings).