Carefully place them in the cell.

You could also use some code to make life easier (and prettier):

Option Explicit
Sub testme01()

   Dim GrpBox As GroupBox
   Dim OptBtn As OptionButton
   Dim wks As Worksheet
   Dim myCell As Range
   Dim myRng As Range
   
   Set wks = Worksheets("sheet1")

   With wks
       'nice for testing
       .OptionButtons.Delete
       .GroupBoxes.Delete

       Set myRng = .Range("a1:A10")
       For Each myCell In myRng.Cells
           With myCell
               Set GrpBox = .Parent.GroupBoxes.Add(Top:=.Top, _
                                   Left:=.Left, _
                                   Width:=.Width, _
                                   Height:=.Height)
               GrpBox.Caption = ""
               GrpBox.Visible = False
               
               Set OptBtn = .Parent.OptionButtons.Add(Top:=.Top, _
                                   Left:=.Left, _
                                   Width:=.Width / 2, _
                                   Height:=.Height)
               OptBtn.Caption = ""
               OptBtn.LinkedCell = .Address(external:=True)
               
               Set OptBtn = .Parent.OptionButtons.Add(Top:=.Top, _
                                   Left:=.Left + (.Width / 2), _
                                   Width:=.Width / 2, _
                                   Height:=.Height)
               OptBtn.Caption = ""
                               
               .NumberFormat = ";;;"
               
           End With
       Next myCell
   End With
End Sub

It also assigns the linked cell to the cell holding the optionbuttons--but with
a format of ;;;, you don't see it in the worksheet--but you can select the cell
and look at the formulabar to see 1 or 2.

And then you can use:

=countif(a1:a10,1)
=countif(a1:a10,2)
to count the number of each option.

====
It still looks like a checkbox solution to me, though.