Given a connected open set U≠∅ in Rd, d⩾2, a relatively closed set A in U is called unavoidable in U if Brownian motion, starting in x∈U∖A and killed when leaving U, hits A almost surely or, equivalently, if the harmonic measure for x with respect to U∖A has mass 1 on A. First, a new criterion for unavoidable sets is proved, which facilitates the construction of smaller and smaller unavoidable sets in U. Starting with an arbitrary champagne subdomain of U (which is obtained omitting a locally finite union of pairwise disjoint closed balls B¯(z,rz), z∈Z, satisfying trueprefixsupz∈Zrz/dist(z,Uc)<1), a combination of the criterion and the existence of small non‐polar compact sets of Cantor type yields a set A on which harmonic measures for U∖A are living and which has Hausdorff dimension d−2 and, if d=2, logarithmic Hausdorff dimension 1.
This can be done also for Riesz potentials (isotropic α‐stable processes) on Euclidean space and for censored stable processes on C1,1 open subsets. Finally, in the very general setting of a balayage space (X,W) on which the function 1 is harmonic (which covers not only large classes of second‐order partial differential equations, but also non‐local situations as, for example, given by Riesz potentials, isotropic unimodal Lévy processes, or censored stable processes) a construction of champagne subsets X∖A of X with small unavoidable sets A is given which generalizes (and partially improves) recent constructions in the classical case.