It could be a single find/replace
Code:
Sub Macro1()
With Selection.Find
.ClearFormatting
.Replacement.ClearFormatting
.Text = "([\(\[])(*)([\)\]])"
.Replacement.Text = "[[\2]]"
.MatchWildcards = True
.Forward = True
.Wrap = wdFindContinue
.Format = False
.MatchCase = False
.MatchWholeWord = False
.MatchKashida = False
.MatchDiacritics = False
.MatchAlefHamza = False
.MatchControl = False
.MatchAllWordForms = False
.MatchSoundsLike = False
.Execute Replace:=wdReplaceAll
End With
End Sub