  We study the formation of magnetic clusters in frustrated magnets in their
cooperative paramagnetic regime. For this purpose, we consider the
$J_1$-$J_2$-$J_3$ classical Heisenberg model on kagome and pyrochlore lattices
with $J_2 = J_3=J$. 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. {\bf 119}, 077207 (2017)]. The
concomitant static and dynamical magnetic structure factors, respectively
$\mathcal{S}({\bm{q}})$ and $\mathcal{S}({\bm{q}},\omega)$, 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,
$\omega$. 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 $AB_2$O$_4$ ($A=$ Zn, Hg, Mg, $B=$ Cr,
Fe).
