Maintain Multilevel List Formatting while Inserting Exception to Normal Numbering Scheme

Make a new multi-level list using the button in the 'Paragraph' section of the 'Home' tab.

In the 'Define new Multilevel list' dialogue box which opens, choose one of the levels that you wouldn't normally use (Level 9, maybe).
Amend its 'Number style for this level', 'Aligned at' and 'Text indent at' to the same settings as Level 1.
Also change 'Restart list after' to Level 1.

If you're always going to want just 0.5 in between whole numbers, also set this new level to start at 5.

Now go to the 'Enter formatting for number' box, put the cursor at the start and enter a decimal point.
Put the cursor back to the start (i.e. before the decimal point).
Then, in the 'Include level number from' box, select 'Level 1'.
This will then enter the Level 1 number before the decimal point.

Now, when you want to have (for example) 3.5 in between 3 and 4, you just select the paragraph number (4 in this case) and use 'Change List Level' to make it Level 9 (using the same button on the Home tab – just above the 'Define New Multilevel List' option).

I've attached a docx file with these instructions and some screenshots.

Hope that helps.