d8: strange exception when using it from command line

Question

Given i added d8.bat to my PATH, I tried to compile a folder of java classes into classes.dex using the modern tool d8 (which replaced dx). However when I followed the example in the documentation,

dx *.class

I got this error

Exception in thread "main" java.nio.file.InvalidPathException: Illegal char <*> at index 0: *.class
        at sun.nio.fs.WindowsPathParser.normalize(Unknown Source)
        at sun.nio.fs.WindowsPathParser.parse(Unknown Source)
        at sun.nio.fs.WindowsPathParser.parse(Unknown Source)
        at sun.nio.fs.WindowsPath.parse(Unknown Source)
        at sun.nio.fs.WindowsFileSystem.getPath(Unknown Source)
        at java.nio.file.Paths.get(Unknown Source)
        at com.android.tools.r8.b.a(SourceFile:133)
        at com.android.tools.r8.b.a(SourceFile:1)
        at com.android.tools.r8.D8Command.parse(D8Command.java:1)
        at com.android.tools.r8.D8.a(D8.java:4)
        at com.android.tools.r8.utils.w.a(SourceFile:84)
        at com.android.tools.r8.D8.main(D8.java:4)

It works normally when I specify an exact path to a certain class file, but I want to include a lot of files, not just one.

How to fix it ?