Are circled numbered steps possible?

As an alternate to pasting in anchored frames with the circles so that they land on top of your autonumbers, you could try using two paragraph styles together with the Frame Above set to to a reference graphic of the desired circle to envelope the autonumber.

First, on your Reference page, create a reference graph frame with the circle in it at the desired location on the left side, e.g. something like this:

Note the guidelines also inserted in purple (these will help align things and will deleted when th process is done). The physical font height is typically 2/3 of the specified font size and the baseline for text placement in FM is at 2/3 the font height. This gives you a rough guide for calculating what you will need. For a 12pt font, this means 8pt height, so an 18pt circle will allow up to 2 digits in the autonumber to be within the circle. The above image shows an 18pt circle in a 19pt frame. The line thickness is 1pt and the circle is placed at 0.5pt Top and 0.5pt Left (to account for the line thickness),

1. Create a paratag (e.g. "Circle") that has the Frame Above set to use the Circle reference frame.
2. Set the Space Below to be a negative value about twice the Line Spacing, e.g. for 12pt font, line spacing is usually 14pt, so set this for "-28pt".
3. Set the Next Pgf Tag for this to be your nuimbered list paratag (e.g. "Numbered").

Edit your autonumbered paragraph tag:

Basic Tab

1. Set the Space Above to be the same negative value as for the Cirlce paratag, i.e. -28pt
2. Set the Next Pgf Tag to be the "Circle" paratag.
3. Set the first tab position (centre-aligned) to be the centre of the circle, e.g. 9.5pt C
4. Set the second tab position to be Left aligned and just past the edge of the circle, e.g. 24pt L.
5. Set the Left indent to be the same as the second tab, e.g. 24pt.

Autonumber Tab

1. Edit the autonumber format to be "\t<n+>\t"

Save these new/modified paratag definition to your paragraph catalog.

Start a new paragraph using the Circle paratag. You should see something like:

Now hit Enter and type your first list item. You should now see something like:

Notice the slight misalignment between the circle grid and the autonumbers. This will vary by font and you may need to slightly tweak the Above/Below offsets for the two paratags to get a better fit. In this case, an adjustment to -27.5pt was needed.

Now just hit Enter twice (once for the circle, once more for the numbers) after your text is entered to continue entering text using the circled autonumbers.

You should now get something like (circles tweaked to be filled and the autonumber had a character tag applied in the designer - you can get as fancy as you want). The left side shows the contents in FM and the right shows how this appears in a PDF:

You may need to use small anchored frame, at insertion point, with a circle and a text frame inside it, and use an autonumber for the para in the text frame. You will need to create subsequent lines by copy/paste of the anchored frame (if not the whole para).

Unicode has at least one set of circled numbers, which seems like it could be used, somewhat hackishly, to render a numbered list.

Using \u2460 through \u2473 in a well-populated font (like Arial Unicode MS), you would have a couple of paragraph formats for a series of 20 steps or less:

Numbered.Circled=(1)

would specify the font desired

set Autonumber Format to

[<a=\u2460>.\ ]

and Next Para to

[Numbered.Circled]

Numbered.Circled

would specify the same font

set Autonumber Format to

[<a+>.\ ]

and Next Para to

[Numbered.Circled]

Except that it doesn't work (in FM9). The =(1) paragraph gets what appears to be a letter O, and the subsequent paras revert to a,b,c. Using <A=/A+> doesn't help. FM recognizes the \u notation in the dialog, and even converts the \u2460 to a circled 1, but doesn't apply it to the para, much less the sequence. I suspect this is a side effect of FM trying to be smart about the difference between lower case (a) and upper case (A) lettered lists, and not knowing what to do with characters that are number forms.