Post Made Community Wiki by Lix
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I've come across this a few times and the solution is relatively simple...

I use a zero width Unicode character between the last asterisk and the next character -

a​123

This will also work for B​O​L​D characters...


Here is the zero width character (between the brackets).

(​)

For ease of use, I made myself a little JavaScript bookmarklet that "displays" an alert with the character inside -

javascript: alert("%E2%80%8B");