Short answer is "Did you try it?" There is nothing in the docs suggesting that wildcards would work. They do say that if a mailbox matching the input target doesn't exist it will be created by cloning the Default mailbox (which is why you can't delete it).
I ran into this as well, as I created my mailboxes with sensible names, then realized that IVM can't translate numbers to mailbox names directly, and ended up renaming them to 3-digit extension numbers. Axon has display names, so I matched those to keep them straight. Obviously I have more boxes than extensions, but at least some of them match up.
While I agree that mailboxes should have both a DID number and a friendly display name, there is a work around if you REALLY want to have nice mailbox names, but it's terribly convoluted, and impractical if you have lots of them. Essentially it's a matter of setting up a bunch of empty OGM's where each one checks the DID and if it matches nnn then "Leave Msg For Mailbox ___" and if not go to the next of these OGM's. The last one in the chain would have to either use the Default mailbox or take the caller to an OGM that says "No such mailbox" and return to your main menu or wherever. If you have just a few boxes, not so bad, but if you have dozens, and/or they change with some frequency, this can get to be a hassle to maintain.
Another option would be a plugin that takes nnn dialed by caller and returns the correct mailbox name for IVM to use in "Leave Msg for Mailbox ____" but again, this is a maintenance issue in that you'd have to keep a separate lookup file someplace for your plugin to reference and you'd have to update it every time you add/removed/modified your mailboxes.
In either case, seems like more trouble than it's worth to solve a cosmetic issue.