I am aware this might be a weird requirement that does not fit into the semantics of markdown, but is it possible to have a bulleted heading?
I.e. is there a way to combine # Key point
with - Key point
into something like # - Key point
? Obviously, this does not render the heading with a bullet.
You could use a Unicode symbol instead of relying on Markdown to process the bullet. U+2022 BULLET is probably your best bet:
# • Key point
Here it is rendered on Stack Overflow: