$ mv a.msg 'XYZ @ % a.msg'

$ cat 'XYZ @ % a.msg'
Message A

$ cat script.pl 
print while (<>)

$ perl -e '
use strict;
use warnings;
my @files = glob("*.msg");
for my $file (@files) {
    print "Filename: $file\n";
    my $cmd = "perl script.pl < \Q$file\E";
    system($cmd);
}
'
Filename: b.msg
Message B
Filename: c.msg
Message C
Filename: XYZ @ % a.msg
Message A

$ perl -e '
use strict;
use warnings;
my @files = glob("*.msg");
for my $file (@files) {
    print "Filename: $file\n";
    my $escaped = quotemeta $file;
    my $cmd = "perl script.pl < $escaped";
    system($cmd);
}
'
Filename: b.msg
Message B
Filename: c.msg
Message C
Filename: XYZ @ % a.msg
Message A