The self-assembly of colloidal magnetic particles is of particular interest for the rich variety of structures it produces and the potential for these systems to be reconfigurable. In the present study we characterised the structures for clusters of N spherical colloidal magnetic particles in the presence of short-ranged attractive depletion interactions up to N = 50. The morphologies that we observed include linear chains, circular rings, stacks of two and three circular rings, as well as compact structures consisting of sheets. For size-selected clusters we illustrate the organisation of the low-lying part of the potential energy landscape, and analyse pathways for the structural transitions of interest, including the effect of an external static magnetic field.