mu-plugins is there something special I need to do to make it work?

The file you put in there is automatically loaded and executed by PHP before any of the normal plugins are loaded.

The issue you’re seeing is because you have a “malformed” PHP file, in that you end with a closing PHP tag ?>. If there is anything else after this closing tag, even only a line-break, this causes PHP to immediately send its headers and start echoing output.

If you file immediately starts with the opening PHP tag <?php and does not include a closing tag ?>, you should not see this issue.

The same problem was when you had an empty file. This was interpreted by PHP as a normal HTML file (PHP is a preprocessor for HTML) and simply echoed.

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