If you only have 600 files, then you should be able to run your commands without needing any sort of loop. A simple:
Note that your code block does not check whether a line has the pipe delimiter in it - it just assumes that the delimiter is there and tries to parse the line accordingly. However your initial statement implies that some files and/or lines may not have the delimiter. So I started the awk statement by specifying that I am only interested in lines that contain a pipe symbol (the /\|/ specifier). As the pipe symbol has special meaning in the line matching regular expression (it normally signifies an OR statement), it needs to be escaped as shown.
If you really want to iterate over the files, you might want to use a for loop:
Unix/Linux command shells explode globbed filenames when they parse the command line. The list of filenames becomes part of the arguments passed to the application. Depending on the application, it may or may not enumerate that list and work through each file in turn. Check the AWK man page to see if it's one of them.
Failing that, you can use the "cat" command to concatenate the files into a single data stream, which you then pipe into AWK as a standard-input stream.
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