In search of an inline formatted box

The existing “formatted” style only works as a stand-alone block. I would very much like to have it work inline (or inside other blocks, at least, such as inside a list).

CKEditor is perfectly happy to do this…
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…but as soon as you save, the formatted block is separated out, breaking the list:
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Note that the various box types (from the Box extension) work fine inline (a simple generic box is shown above). Also, I can easily define a macro for a new box type with my own styles…
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…but what I really would want is for that macro to be available in either the “+” or “Styles” menu in the WYSIWYG editor:
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So: is there any way to create a formatted box that is not forced to be stand-alone, and if not is there a straightforward way to add a new macro to one of the existing WYSIWYG menus without going to the trouble of writing a whole new extension?

[EDIT: Would actually be better in the Styles menu]