You can obviously do it. There are few possibilities but I believe the below solution give you a clue of how to use Document.Range(start,end)
property.
With oWordDoc
For i = 0 To 5
.Content.InsertAfter ("Paragraph " & i)
.Content.InsertParagraphAfter
Next
' Yields execution so that the operating system can process other events.
DoEvents
'apply numbering for 6 added paragraphs
.Range(.Paragraphs(1).Range.Start, _
.Paragraphs(6).Range.End) _
.ListFormat.ApplyListTemplateWithLevel ListTemplate:= _
ListGalleries(wdNumberGallery).ListTemplates(1), ContinuePreviousList:= _
False, ApplyTo:=wdListApplyToWholeList, DefaultListBehavior:= _
wdWord10ListBehavior
'... the rest of your code here