If it's a simple list, you could get by with a font that has circled numbers, although it may be limited. For example, if you go into double-digit numbers, you will get circles around each digit, instead of one circle around both. It may be possible to fix that with ligatures, but I'm just speculating. If you want to try it out, Google Font Circled Number and see what you come up with. Keep in mind that you will need the circled numbers to be in the same glyph locations as normal numbers for this to work with the automatic numbering, so while Zapf Dingbats has them, they won't work because the circled numbers are mapped to different keystrokes.
The way to make it work is to make a character style with the circled font and apply it in the Numbering window.
1- Create a number list paragraph.
2- Draw a white circle then anchor the circle to the first paragraph and adjusted to the correct location.
3- Apply object style to the circle anchor object.
4- Select a circle and play with blending mode effect, (for my example i used color dodge).
5. Copy the circle to clip board and run Find/Change:
Find what: ^.
Change to : ~C$0
Change Format: select the paragraph style.
Hope it may help
Will give it a try. Thanks!