Fix formatting in component docs

[simu]

Checklist

• The PR has a meaningful title. It will be used to auto generate the
  changelog.
  The PR has a meaningful description that sums up the change. It will be
  linked in the changelog.
• PR contains a single logical change (to build a better changelog).
• Update the documentation.
• Categorize the PR by adding one of the labels:
  bug, enhancement, documentation, change, breaking, dependency
  as they show up in the changelog.

[haasad]

Result looks good, although I don't fully understand why escaping \* is sometimes required and sometime isn't

[simu]

Result looks good, although I don't fully understand why escaping \* is sometimes required and sometime isn't

I experimented locally until the formatting looked good. As far as I can tell, you need to escape the first * of a pair when there's multiple in a single paragraph.