maybe the shell is expected to expand the * wildcards?

Well yes. But isn't one of the primary reasons for Perl's existance, Mr.Wall's frustration with clunky shell syntax?

And isn't the reason for having EU::MM et al. to take care of these kinds of platform differences?

I should have been less terse. I was hoping for a clue as to how to go about fixing up the makefile.pl to get beyond the problem?

If it helps, I've bypassed it for now by c&ping the command line issued and prefixing it:

c:\Perl\packages\Test-Simple-0.84>
C:\Perl\bin\perl.exe 
-e"BEGIN{@ARGV=map{glob}@ARGV}"            ###### I added this #######
"-MExtUtils::Command::MM" 
"-e" "test_harness(0, 'blib\lib', 'blib\arch')" t/*.t t/*/*.t
t/00test_harness_check..........ok
t/bad_plan......................ok
t/bail_out......................ok
...
t/Tester/tbt_07args.............ok
t/thread_taint..................ok
t/threads.......................ok
t/todo..........................ok
t/undef.........................ok
t/use_ok........................ok
t/useing........................ok
t/utf8..........................skipped
        all skipped: Not yet implemented
All tests successful, 4 tests and 13 subtests skipped.
Files=79, Tests=594,  7 wallclock secs ( 0.00 cusr +  0.00 csys =  0.0
+0 CPU)
[download]

which works okay, but I'd prefer a more permanent solution.