some of our users are connected with LDAP credentials (jenkins connected to active directory).
thinBackup manual backup fails to backup when there is a "domain\username" folder under the $JENKINS_HOME/users folder.
Despite what the error message below is suggesting - this is NOT a permissions issue since it was able to create folders for other users which are not of the form "domain\username".

Here is the system log (note I replaced the actual domain and user names with domain\username - the rest of the log is untouched):

Nov 07, 2016 11:00:12 AM INFO org.jvnet.hudson.plugins.thinbackup.ThinBackupMgmtLink doBackupManual
Starting manual backup.
Nov 07, 2016 11:00:13 AM INFO org.jvnet.hudson.plugins.thinbackup.backup.HudsonBackup backupJobsDirectory
Found 22 jobs to back up.
Nov 07, 2016 11:01:03 AM SEVERE org.jvnet.hudson.plugins.thinbackup.ThinBackupPeriodicWork backupNow
Cannot perform a backup. Please be sure jenkins/hudson has write privileges in the configured backup path '/var/lib/jenkins_backup_mnt'.
java.io.IOException: Destination '/var/lib/jenkins_backup_mnt/FULL-2016-11-07_11-00/users/domain\username' directory cannot be created
at org.apache.commons.io.FileUtils.doCopyDirectory(FileUtils.java:1416)
at org.apache.commons.io.FileUtils.doCopyDirectory(FileUtils.java:1426)
at org.apache.commons.io.FileUtils.copyDirectory(FileUtils.java:1389)
at org.apache.commons.io.FileUtils.copyDirectory(FileUtils.java:1310)
at org.jvnet.hudson.plugins.thinbackup.backup.HudsonBackup.backupRootFolder(HudsonBackup.java:337)
at org.jvnet.hudson.plugins.thinbackup.backup.HudsonBackup.backup(HudsonBackup.java:143)
at org.jvnet.hudson.plugins.thinbackup.ThinBackupPeriodicWork.backupNow(ThinBackupPeriodicWork.java:87)
at org.jvnet.hudson.plugins.thinbackup.ThinBackupMgmtLink$1.execute(ThinBackupMgmtLink.java:76)
at org.jvnet.hudson.plugins.thinbackup.hudson.model.AsyncPeriodicWork$1.run(AsyncPeriodicWork.java:53)
at java.lang.Thread.run(Thread.java:745)