This is a known issue and has a workaround.
Where you access your "list of document" variable via XPath, append  to the end of the expression.
In Workbench, navigate to the Attachments tab of the User service.
In the Output Attachments section, make sure that the dropdown is set to XPath expression not variable.
Select your variable of type list of document (mine is myAttachments) and append  to it.
It should now appear as /process_data/myAttachments.
Make sure you use this same notation on each User service step.
Firstly many thanks Diana, you have answered my question and it works fine now. Great!
I am intrigued however that it is a "known" problem ... i.e. who is it "known" by? I spent quite a lot of time looking for the answer, before I posted here.
It would be great if there was some public repository or knowledgebase of these kinds of things. If I have missed it, I apologise, but it would be great if we could 'self serve' on information like this.