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 -  


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");`