Ah-ha!

It turns out that Regexp::Common has a fix for this in its Makefile.PL:

my @tests = qw {t/*.t t/*/*.t};
WriteMakefile (
    ...
    test         => {TESTS => $^O eq 'MSWin32'  
                              ? "@{[map {glob} @tests]}" : "@tests" }
);
[download]

That rocks! I plan to incorporate it in the next release of Class::MakeMethods.