Reply To: GREP underline effect in different text sizes

That’s a clever solution, Daniel. I think the reason it disappears when you make it smaller is that the width of the underlined text isn’t enough to fit the circle. If you can either reduce the weight of the underline or add some whitespace (formatted with the underline) before or after the numbers, the dot should reappear. There’s also a description of alternative methods like anchored objects and paragraph rules in this post.

Creating Number Circles

I don’t know if they’d fit your needs but it might be worth checking out.