There’s info here on how to manually do it through a JSON file: Shield Settings Based on Root Domain - #2 by Vilhjalmr
But, I found you can actually put the same wildcard value in through settings and it also works. It’s under Settings → Privacy and Security → Shields Status. It’s a strange syntax…when I saw the placeholder value of [*.]example.com when entering a new exception I thought it expected *.example.com and that the *. was optional. That’s normally how I’d interpret that. But, they literally want [*.]example.com. /shrug
-John