Manual says: You can list the target pattern of an implicit rule (such as '%.o') as a prerequisite of the special target '.PRECIOUS' to preserve intermediate files made by implicit rules whose target patterns match that file's name; see *note Interrupts::.
Well say which of .PRECIOUS: %.o .PRECIOUS: *.o .PRECIOUS: file.o will actually work. The words above make the reader think they should use the first form. But in my experiments, only this last one works. So please mention that in the manual.