Altering the message space of Paillier Is there any obstacle if we restrict in Paillier the plaintext values to be drawn from $\mathbb{Z}_N^*$ instead of $\mathbb{Z}_N$ as the original scheme indicates.
Nope, you can always restrict your message space to a subset of the message space for which the scheme is defined (which is the case here). 

Note that in practice you will deal with messages relatively prime to $N$, i.e., from $\mathbb{Z}_N^*$, anyways (any message not coprime to $N$ - except zero - would allow you to factor $N$ - thus its very unlikely to hit such a message).