You could insert a text box that's the same width and height as the diameter of the circle where you want the page number to appear, remove the background fill color, remove the borders, add a page number field, adjust the settings of the paragraph inside the text box so that the text is vertically and horizontally centered, and superimpose the text box over the circle.
Personally, though, I'd insert the circles as Word shapes instead of background graphics. You can then right-click the circle that you want the page number to appear in, select Add Text, and insert a page number field. The text should already be set so that it's horizontally and vertically centered inside the shape. However, you'll probably want to open the Paragraph dialog box for the paragraph inside the shape, remove any space before and after, and set the line spacing to Single. When you're done, you can select all the various circles and group them if you want. After the whole thing is formatted and positioned where you want it, you can even save it as a Page Number Building Block for later reuse.