CLONE - Mongodump error: "error: boost::filesystem::create_directory: The filename, directory name, or volume label syntax is incorrect" while exporting collection "*"

When I try to mongodump all databases, I get the following error:
error: boost::filesystem::create_directory: The filename, directory name, or volume label syntax is incorrect: "c:\Backup*"

Unfortunately, this error also terminates the dump process. When I list the databases in my server, there is indeed a database named "*" but I am not able to interact with it in any meaningful way.

What do you recommend I try next?