Regex lineSplitter = new Regex(@"[\s*\*]*\|[\s*\*]*");
var columns = lineSplitter.Split(data).Where(s => s != String.Empty);
or you could simply do:
string[] columns = data.Split(new char[] {'|'}, StringSplitOptions.RemoveEmptyEntries);
foreach (string c in columns) this.textBox1.Text += "[" + c.Trim(' ', '*') + "] " + "\r\n";
And no, there is no option to remove empty entries for RegEx.Split as is for String.Split.
You can also use matches.