Orthograhic drawing with depth

I need to draw some huge number of spheres on a model with huge number of elements. I am drawing these spheres to highlight particular point in the model.

Drawing huge number of spheres is slowing down the rendering. So what I have done is, I have drawn a circle in orthographic mode, which looks like a sphere.

Now the sphere is looking good. But problem I am facing is depth issue.
All circles are appearing always above the model. Not at exact depth.

How to achieve this.

Please let me know whether it is possible or not.
If not, please let me an alternative idea.
Please let me know if anything is not clear, as this is my first post.

Thanks in advance.