Line spacing for lists in paragraphs

Hello,

I’m having trouble getting a bulleted list to appear properly within a paragraph block. (I’m using the Casper theme, if that’s important.)

What I want is:

Sentence
*List item
*List item
*List item

With a line break, but not a paragraph break, between the introductory sentence and each list item.

I keep getting, however, a paragraph break after the header, and if I try using Shift + Enter to force a line break, one of two things happens: either the editor ignores the "* " markdown and I don’t get a bullet, or I highlight the first list item, hit “Ctrl + L,” and then a bullet appears on the sentence preceding the list.

I’d like to avoid this:

  • These bullets
  • Are separated physically
  • From their introductory sentence
  • In a way that makes them feel more distant conceptually than I want them to, like a new paragraph

Whereas I’d prefer this, if it could be made to work:
*These bullets
*Hang out closer
*To their introductory sentence
*The way I want them to
*…except that they aren’t actually bulleted.

A little help, please?