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... 

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

<pre>(​)</pre>

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

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