Within the framework of a discrete Gaussian model, we present analytical results for the interaction induced by a lamellar phase between small embedded colloidal particles. We consider the two limits of particles strongly adherent to the adjacent membranes and of particles impenetrable to the membranes. Our approach takes into account the finite size of the colloidal particles, the discrete nature of the layers, and includes the Casimir-like effect of fluctuations, which is very important for dilute phases. Monte Carlo simulations of the statistical behavior of the membrane-interacting colloidal particles account semi-quantitatively, without any adjustable parameters, for the experimental data measured on silica nanospheres inserted within lyotropic smectics. We predict the existence of finite-size and densely packed particle aggregates originating from the competition between attractive interactions between colloidal particles in the same layer and repulsion between colloidal particles one layer apart.