You could try creating hanging indents and manually entering the unusual list characters, but the left edge of the list will not be straight. To code hanging indents that will work on all Kindle devices, see the following tutorial, chapter "Editing HTML code", section "Formatting poetry": http://kdp.amazon.com/community/thread.jspa?messageID=335297#335297
Another alternative is to create a list without any indents, where each item is a left-aligned paragraph with 1 em spacing before and after, zero text-indent attribute, and the special characters are bold and italic and set off with several non-breaking spaces from the text of the list item.
It should work in newer Kindles like Paperwhite and also in the Fire devices, but the older Kindles and probably IOS devices too will show regular numbers instead. I would avoid doing this and just use regular indents and type in the Roman numerals and letters instead of using the list tag.