I'm not a Linux expert either, but I believe you can have any characters in the filenames there (without them having any special meaning).
This is not true for Windows:
http://msdn.microsoft.com/en-us/library/windows/desktop/aa365247(v=vs.85).aspx#naming_conventionsAccording to the behavior you describe, I believe what I originally suspected is the case here. It's not the programs themselves (avast, Explorer, file manager) that would have problems with the colon in the filename - they don't really care, they just pass the filename to the Windows "open file" API function. However, the operating system itself is unable to open those files because the filenames don't conform to the allowed format (and it's not limited to the colon character - other characters mentioned in the naming convention would behave the same).
So, I'm not sure if there's any solution for this... the programs see the files, because the file/folder enumeration API functions return their names, but they are unable to open them, because the file access API functions are unable to deal with the name later. Simply said, EFS filesystem is not compatible with Windows - the EFS mount hack somehow passes the filesystem data into Windows, but it's unable to change the hardcoded behavior related to the incompatible filenames.
If I had that setup on my computer, I could try some experiments to see if there is any other way to open the file - but first, I'm somehow skeptical about the outcome, and second... it's really of quite a low priority.