I started using hdrmerge, as it seems the tool everyone uses for hdr, and, by increasing the Mask Blur Radius from the default of 3 pixels to 10, I could almost get rid of those artifacts:
Maybe not clearly seen in this screenshot, but when I switch windows between the default and the 10 pixel radius, I can clearly see that the artifacts are almost gone, and everything else in the picture seems to be preserved.
Thanks for pointing that.