Here is a shorter option which works for me and applies the red colour as you requested.
Code:
Sub Repl_Digits_W__Wds_3()
'In selected paragraphs, replace the digits that start tabbed paras with wds.
Dim para As Paragraph, dgt As Range, arrText() As String
arrText = Split("zero one two three four five six seven eight nine", " ")
For Each para In Selection.Range.Paragraphs
If para.Range.Text Like vbTab & "[0-9] *" Then 'Search for only single digits:
Set dgt = para.Range.Characters(2)
dgt.Text = arrText(dgt.Text)
dgt.Font.ColorIndex = wdRed
End If
Next para
End Sub