Turns out you can have fenced code blocks in ordered lists with Github Flavored Markdown. Just the formatting was a little picky.
So that means if the list has only one level just prefix it with 4 spaces:
1. First Item
1. Second Item
```
# My codes
```
1. Third Item
If it is a nested list
1. First Parent Item
```
# Parent codes
```
1. Second Parent Item
1. First Child Item
```
# Child codes
```
1. Second Child Item
1. Third Parent Item