The code stumbled over something odd in those docs. I adjusted the code and this appears to work on both those samples. I added applying a character style which will make life a lot easier in the future.
Code:
Sub GroupTags()
Dim aRng As Range, aCC As ContentControl
ActiveDocument.Styles("Intense Emphasis").Font.Color = wdColorGray50
'Clear all CCs
For Each aCC In ActiveDocument.ContentControls
aCC.Delete
Next aCC
Set aRng = ActiveDocument.Range(0, 0)
With aRng.Find
.ClearFormatting
.Font.Color = wdColorGray50
.Replacement.ClearFormatting
.Text = ""
.Replacement.Text = ""
.Forward = True
.Wrap = wdFindStop
.Format = True
.MatchCase = False
.MatchWholeWord = False
.MatchWildcards = False
.MatchSoundsLike = False
.MatchAllWordForms = False
Do While .Execute
aRng.Select 'not necessary unless troubleshooting
If aRng.ContentControls.Count = 0 Then
aRng.Style = "Intense Emphasis"
aRng.ContentControls.Add (wdContentControlGroup)
End If
aRng.Collapse Direction:=wdCollapseEnd
Loop
End With
End Sub