A recently proposed unified precoding and pilot design optimization (UPPiDO) framework offers a reduction in both training and feedback overhead of acquiring channel state information (CSI) and an enhancement in robustness (to CSI uncertainties) at the expense of a more computationally demanding precoding optimization. To address this increased complexity, in this paper we first propose an unfolding-friendly iterative algorithm, which can efficiently address a family of non-convex and non-smooth problems. Then, we develop an efficient approach to unfold the iterative algorithm designed. Besides being applicable to important and typical iterative optimization algorithms, a pivotal advantage of the proposed unfolding approach is that the trainable parameters are scalars (rather than matrices). This, in turn, reduces the number of training samples required and makes it suitable for rapidly fluctuating wireless environments. We apply the algorithm unfolding (AU) techniques developed to our UPPiDO-based symbol-level precoding and block-level precoding. Our complexity analysis indicates that the computational complexity is scalable both with the numbers of served users and antennas. Our simulation results demonstrate that the number of outer iterations (or layers) required is about 1/3 of that of the original iterative algorithms.