How to Insert subparagraphs in numbered or bulleted lists [Was: bullet point with paragraphs under it]

I am resurrecting a question that was asked back in 2017 by user KylaC. The reason I'm resurrecting the question is because I recently noticed a change to a default keyboard mapping on my MacBook Pro in MacOS Sequoia 15.2 that causes the solution provided back then to no longer work. That thread was old enough that I could no longer reply directly to the question.

To summarize, KylaC asked:

I want to use a bullet pointed list, but I want to be able to be able to continue the bullet point text over multiple paragraphs. The paragraphs should be equally indented, just like the first one preceding the bullet point.

The solution offered was to use Shift-Return (⇧⏎) or Control-Return (⌃⏎) to insert a continuing subparagraph (hard line break) in a list. However, for me, in the Apple Mail app in MacOS Sequoia, Shift-Return does nothing, and Control-Return brings up the contextual menu rather than inserting a line break.

The problem is what appears to be a new default keyboard map setting. To fix the problem, go to System Settings → Keyboard → Keyboard Shortcuts → Keyboard, and uncheck the "Show contextual menu" option. Control-Return should now insert a continuing line break, and you can still use a two-finger click or right-click to display the contextual menu.