If you don't have the globstar optional behavior enabled in bash this won't work.
From the manual:
If set, the pattern ‘*’ used in a filename expansion context will match all files and zero or more directories and subdirectories. If the pattern is followed by a ‘/’, only directories and subdirectories match.
The zag ctrl-r integration for fuzzy searching terminal history is amazing. Also you can do * and hit tab and use fzf to grab a file to use as a command line argument.