That doesn't actually begin a new paragraph, though: the inserted text is
part of the numbered paragraph. There are instances in which this technique
is suitable, but if a true new paragraph is needed, it doesn't fill the
bill.
The *best* way to handle this is to use numbered and unnumbered styles, such
as List Number and List Continue (or Body Text). For every style in the List
Number series, there is a corresponding List Continue style that has the
same indent (but it is a left indent rather than hanging). You use this when
you want to continue the numbered item. If you want to interrupt the list
with further ordinary body text, then you use the Body Text style. When you
then resume with your List Number style, the numbering will continue
automatically unless you manually restart it.