rwbaird on "How to Multi-paragraph List Items?"

I am transferring a static website of several hundred pages from a Windows host to WordPress. Most of my pages have ordered lists with individual list items that can run to several hundred, even a thousand or more, words in length. I would like to break these lengthy list items into paragraphs to improve readability while maintaining the numbering.

A typical page of this type may be found here.

My problem is that I can't figure out how to break a list item into multiple paragraphs in WordPress. The WordPress editor strips out any <p> or <br> tags or blank lines inside a list when the file is saved.

For example, if I write this inside a list item:

<li>
<p>Paragraph 1</p>
<p>Paragraph 2</p>
<p>Paragraph 3</p>
</li>

WP turns it into this:

<li>Paragraph1Paragraph2Paragraph3</li>

This question has been asked before in this forum, but there has never been a solution posted.

Help!!