How do I delete a file with a NULL byte in the filename?
Ok, so I cannot test this (for hopefully obvious reasons), but when filenames are your issue... use inodes!

First, in a directory, run ls -il (-i is show node numbers and -l is to make it a list):

2480878 -rw-r--r--  1 christopher  family  0 Mar  2 19:40 *a
2480889 -rw-r--r--  1 christopher  family  0 Mar  2 19:40 \\a
2480873 -rw-r--r--  1 christopher  family  0 Mar  2 19:39 a


In this example, I'm going to erase the file \\a, which is inode 2480889.

So I run find . -inum 2480889 -delete.

Hopefully this will work.