your example should work. from (5.5) manually :
The characters "_" and "%" are allowed when specifying database names in GRANT statements that grant privileges at the global or database level.
s %, corresponding to any number (even zero) of characters, and _matches exactly one character. if you want to use _in the name of your database, you should avoid it as \_. also see other reservations from the manual.
< UPDATE > , : , , ( "`" ) </ UPDATE >