You can try it, I'm not exactly an expert with the actions and/or RegEx though, so I would thoroughly test it before running it on a large amount of files.
Yes FAQ doesn't help because a simple replace doesn't work.
The RegEx of Mizery_Made is also not good if you apply it to a filename because it also adds a space before the extension. (And why the + sign?)
Edit. Ok we just put the RegEx in a different action:
Action type:Format value Field:_FILENAME Formatstring:$regexp(%_filename%,'.([^\s])',. $1)