Add an XNode of varying content to an element

I'm stumped by the need for a little bit of XML gymnastics. Maybe I'm over complicating this.

I'm trying to add a p element to an XML document. The content of the paragraph may be plain text. Or may have elements within it, i.e link tags, styling, etc.

The code I have currently is below:

foreach (var paragraph in paragraphs)
{
    doc.Add(new XElement("p", 
        new XElement("a", new XAttribute("type", "paranum"), new XText(_paragraphCount)),
        new XText(paragraph.Content)));
}

When I use this, however, any elements that are in there don't come through as elements, but are escaped, probably because they're in XText.

However, I seem to recall trying XElement.Parse, but it not liking it when there is no root element, which makes sense. Sometimes, there aren't even any elements, just text.

How would I go about putting the content of this paragraph in the p element and preserving child elements, if any? Preferably without wrapping it in another element to allow me to do XElement.Parse.