'wildcharm' works exactly like 'wildchar', except that it is recognized when used inside a macro. You can find "spare" command-line keys suitable for this option by looking at ex-edit-index. Normally you'll never actually type 'wildcharm', just use it in mappings that automatically invoke completion mode, e.g.:

:set wcm=<C-Z>
:cnoremap ss so $vim/sessions/*.vim<C-Z>

Then after typing :ss you can use CTRL-P & CTRL-N.

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