Here's what I've been able to find out so far to address this question:
1) $C^*_2$ = {1}, $C^*_3$ = {1, 2}, $C^*_4$ = {1, 3}, $C^*_6$ = {1, 5}, $C^*_8$ = {1, 3, 5, 7}, and $C^*_{12}$ = {1, 5, 7, 11}, $C^*_{18}$ ={1, 5, 7, 11, 13, 17}, and $C^*_{30}$ = {1, 7, 11, 13, 17, 19, 23, 29} are all prime.
2) All $C^*_p$ where p is a prime larger than 3 have {4} as an element and thus cannot be all prime.
What is the largest modulo multiplicative group with all primes or is that even possible and there is no "largest"?
$n=30$ is the largest $n$ with this property.
Note that $11^2 < 2 \cdot 3 \cdot 5 \cdot 7$. By induction it is now straightforward to prove that if $p_n$ is the $n$-th prime, then $p_{n+1}^2 < 2 \cdot 3 \cdot 5 \cdot \cdots \cdot p_{n-1} \cdot p_n$ for $ n \geq 4$. Indeed, the induction step follows from the fact that $p_{n+1}$ is larger than $(p_{n+2}/p_{n+1})^2$, which is at most $4$ by Bertrand's postulate.
Let $p_k$ be the smallest prime not dividing $n$. Then $p_k^2$ is composite and coprime to $n$, so if $(\mathbb{Z}/n\mathbb{Z})^\ast$ contains only primes then $p_k^2 > n \geq p_{1} p_2 \cdots p_{k-1}$, which implies $k \leq 4$ and $n < 7^2$. So if $(\mathbb{Z}/n\mathbb{Z})^\ast$ contains only primes, then $n$ is at most $48$.
It is now easy to check that $30$ is the largest number with this property, since any number between $30$ and $48$ is coprime to $4$, $9$ or $25$.