Hello,
You need to add a class to the ul tag with the numbering ID value. This sample is working fine:
$listOptions = array();
$listOptions[0]['type'] = 'bullet';
$listOptions[0]['format'] = 'G';
$listOptions[0]['color'] = '0a46ba';
$listOptions[0]['font'] = 'Wingdings';
$listOptions[1]['type'] = 'bullet';
$listOptions[1]['color'] = '0a46ba';
$listOptions[1]['format'] = 'F';
$listOptions[1]['font'] = 'Wingdings';
$docx->createListStyle('bullet', $listOptions);
$html = 'a lot of html and a list <ul class="bullet"><li>example</li></ul> and a bit more html';
$docx->embedHTML($html, array('customListStyles' => true));
Which version and license of phpdocx are you using? And what program are you using to open the DOCX? We have tested it using MS Word and LibreOffice 5 and it opens perfectly (you need to install Wingdings font as you are using it).
Regards.