<?php

add_action( 'pre_user_query', function( $uqi ) {
    global $wpdb;

    $search = '';
    if ( isset( $uqi->query_vars['search'] ) )
        $search = trim( $uqi->query_vars['search'] );

    if ( $search ) {
        $search = trim($search, '*');
        $the_search = '%'.$search.'%';

        $search_meta = $wpdb->prepare("
        ID IN ( SELECT user_id FROM {$wpdb->usermeta}
        WHERE ( ( meta_key='first_name' OR meta_key='last_name' )
            AND {$wpdb->usermeta}.meta_value LIKE '%s' )
        )", $the_search);

        $uqi->query_where = str_replace(
            'WHERE 1=1 AND (',
            "WHERE 1=1 AND (" . $search_meta . " OR ",
            $uqi->query_where );
    }
});