Step 2: Create a new doc for your numbers. Using Paragraph/Bullets and Numbering choose Numbering and set the Format to the 4 digits you've indicated in your sample. In the box below Format, remove the ".^t". This will remove the period & tab after the style. With that style set, hit return to create a number. Repeat for as many numbers of coupons you'll have. You can create 10 and copy & paste for however many numbers you need. You could possibly create your numbers in Xcel, but I'm instructing in ID only.
No matter how light the file might be, if you need 1000 units, that means you send a 1000-page file to the printer if you use Data Merge, that is not as efficient as sending one page and 1000 numbers to insert in the print stream, but to do that you need a plugin, which is what that page Bob directed you is leading up to. I've never used the program Harbs has mentioned, but he's a pretty smart guy and if he says it works well, I'd take a look.

Thank you for your prompt response, Deborah. However, I don’t believe I explained myself in the detail required. To reiterate: My autonumbering example is FORM INTERROGATORY NO. 1.1. The next interrogatory would be numbered 1.2, then 1.3, etc.–automatically and sequentially numbered. Next would be FORM INTERROGATORY NO. 2.1 (see example 1.1 above). Please understand that the interrogatory must be auto-numbered–both the 1 and the 1, both the 1 and the 2, etc.; both the 2 and the 1, both the 2 and the 2; both the 3 and the 1; both the 3 and the 2. That is my dilemma.

LION also carries a heavy-duty, 6 wheel automatic numbering machine with rubber faced wheels. The rubber wheels work great for metal marking and plastic marking when used with LION fast dry ink. As with the other LION numbering machines, this machine is made in Japan with precision crafted one-piece hardened steel frame with all metal interior construction. LION machines will provide years of reliable use. Ideal for sequential numbering operations to use as a date and number stamp, serial number stamp, an inspection stamp and etc. sequential numbering in publisher