Split string into array of characters?

You can just assign the string to a byte array (the reverse is also possible). The result is 2 numbers for each character, so Xmas converts to a byte array containing {88,0,109,0,97,0,115,0}
or you can use StrConv

Dim bytes() as Byte
bytes = StrConv("Xmas", vbFromUnicode)

which will give you {88,109,97,115} but in that case you cannot assign the byte array back to a string.
You can convert the numbers in the byte array back to characters using the Chr() function

Here's another way to do it in VBA.

Function ConvertToArray(ByVal value As String)
    value = StrConv(value, vbUnicode)
    ConvertToArray = Split(Left(value, Len(value) - 1), vbNullChar)
End Function
Sub example()
    Dim originalString As String
    originalString = "hi there"
    Dim myArray() As String
    myArray = ConvertToArray(originalString)
End Sub

Safest & simplest is to just loop;

Dim buff() As String
ReDim buff(Len(my_string) - 1)
For i = 1 To Len(my_string)
    buff(i - 1) = Mid$(my_string, i, 1)
Next

If your guaranteed to use ansi characters only you can;

Dim buff() As String
buff = Split(StrConv(my_string, vbUnicode), Chr$(0))
ReDim Preserve buff(UBound(buff) - 1)