Not sure if this will help anyone else, but this is how I do it:
What I do currently, is put some text marker where I want the chapter number to go …
Something nice and destinctive. Then when I import into Word, I just do a find/replace of <chapter_number/>with a number counting field.
If your word processor supports macros, then another simple solution is to create one that replaces each occurrence with an incrementing number.
Now the only problem with this, is that VBA support will be disappearing from future versions of Office:Mac, which is why I didn’t include the macro code. I imagine that MS will replace it with AppleScript, though I’m not sure.