When I try to create item prototype with key "{#MACRO}", it won't let me with following error:
Invalid key "{#MACRO}" for item prototype "{#MACRO}" on "Template": incorrect syntax near "{#MACRO}".

Second MACRO in message above is item name. "{#MACRO}" doesn't work, "metric[{#MACRO}]" does.
I thought this over and don't think there is a real problem, looks like validation of this field is incorrect.