We study the formation of magnetic clusters in frustrated magnets in their cooperative paramagnetic regime. For this purpose, we consider the J1-J2-J3 classical Heisenberg model on kagome and pyrochlore lattices with J2 = J3 = J. In the absence of farther-neighbor couplings, J = 0, the system is in the Coulomb phase with magnetic correlations well characterized by pinch-point singularities. Farther-neighbor couplings lead to the formation of magnetic clusters, which can be interpreted as a counterpart of topological-charge clusters in Ising frustrated magnets [T. Mizoguchi, L. D. C. Jaubert and M. Udagawa, Phys. Rev. Lett. 119, 077207 (2017)]. The concomitant static and dynamical magnetic structure factors, respectively S(q) and S(q, ω), develop half-moon patterns. As J increases, the continuous nature of the Heisenberg spins enables the half-moons to coalesce into connected "star" structures spreading across multiple Brillouin zones. These characteristic patterns are a dispersive complement of the pinch point singularities, and signal the proximity to a Coulomb phase. Shadows of the pinch points remain visible at finite energy, ω. This opens the way to observe these clusters through (in)elastic neutron scattering experiments. The origin of these features are clarified by complementary methods: large-N calculations, semi-classical dynamics of the Landau-Lifshitz equation, and Monte Carlo simulations. As promising candidates to observe the clustering states, we revisit the origin of "spin molecules" observed in a family of spinel oxides AB2O4 (A = Zn, Hg, Mg, B = Cr, Fe). PACS numbers: 75.10.Kt FIG. 6. The energy minima in the Brillouin zone for (a) J = 0.26 and (b) J = 1.1 in the kagome system. B. From pinch points to half-moons, near J1cThe flat bands form the ground-state manifold up to J = J 1c = 1/5 for kagome 36 and 1/6 for pyrochlore. This FIG. 7. The energy minima in the Brillouin zone on a hhlplane for (a) J = 0.22 and (b) J = 1 in the pyrochlore system.