Adding  
between the tags isn't the greatest since it's adding additional unneeded markup.
To do this a better way I suggest creating a custom WYSIWYG module to tweak the CK Editor settings.
Basically, create a module that adds a ckeditor-config.js
for extra configuration settings with hook_wysiwyg_editor_settings_alter()
Inside the file you add:
CKEDITOR.editorConfig = function( config ) {
// allow i tags to be empty (for FontAwesome)
CKEDITOR.dtd.$removeEmpty['i'] = false;
}
Here is a CK WYSIWYG Tweaks module on Github I created, download and install like a regular module if you have WYSIWYG w/ CK editor already running. Then add any other tweaks you need, the tweak to stop disappearing tags is alread there!