I was dealing with exactly this problem a couple of months ago, and at the time, I was not able to find any other way to make this work via InDesign. And when I checked my go-to InDesign resource, InDesign Secrets, they referred me to Combi Numerals. I don't have the budget to purchase a font, so I finally reworked my piece to eliminate the numbers inside of circles. So, I would be surprised if someone could suggest a solution that you can implement within InDesign itself.
And, I agree with you about Bullet Numbers.
What about trying to design your own numbered font? There are a bunch of on-line font editors that you could try. Start with an existing font that you have that includes numbers that you like, and then use the font editing program to add circles around those numbers. It seems like it should be a fairly simple way to dip your toes into font editing, you know (famous last words, I know).
A quick Google search took me to these resources for finding on-line font generation programs--this article includes 9 options: http://mashable.com/2011/11/17/free-font-creation-tools/#oVlllyAbbSqF and this one is more recent and lists 14 different options: https://superdevresources.com/create-your-own-font/.
I also came across a few suggestions for using starting with Illustrator files and using them as a basis for a new font. This question talks about a few options (although it is fairly old, so I don't know how current the information is), and I found this tutorial on Design.Tuts.