Personally, I like '

Semitransparency: It looks great to me. Later, we'll want
to see whether end users like it, and whether the circled
numbers stand out well enough when viewed on their screens
and printed on their printers. But, ultimately, we'll
integrate the code with lmi, and I suppose it'll then be
trivial for us to adjust details like this if necessary.

I had suggested centering the circled numbers over the
controls they correspond to, but centering them on the
controls' northeast corners as you've done here looks
like a more tasteful idea.

I'm attaching the main (and only) source file of a standalone xrcshot utility which was used to create the screenshot attached before.

The interesting code is in CreateAnnotatedScreenshot() function and the functions called from it, the App class itself is just the usual wx boiler plate code.

(file #17497)