That's a pretty classic problem that is the result, in my experience,
of rolling too far without annealing. The metal begins to get a bit
"crispy" and too stressed. Another problem might be that when you
rolled the initial 'blank' wire, prior to drawing the star, you had
some fins on the points -- corners-- of the square wire. This is the
result of stepping down too quickly in the square rollers. These fins
may appear to roll back into the metal and the wire, in the case of
round wire, for example, may look pretty good. When you bend it
however, even after annealing, these fins peel back as flakes.
Remember to anneal when necessary and be careful not to step down
too quickly from one square groove to the next.
Hope this helps.
Take care, Andy Cooperman