Produce error message when pasted values break validation rules

Something like this?

Private Sub Worksheet_Change(ByVal Target As Range)
    If Not Intersect(Target, Range("ValidationRange")) Is Nothing Then
        Me.CircleInvalid
    End If
End Sub

This assuming you have named range ValidationRange where you apply the validation range. You can change with some range address or whatever.

In more general terms

Private Sub Worksheet_Change(ByVal Target As Range)
    Me.CircleInvalid
End Sub

Note that validation rule will be cleared if you paste from cell where there is no validation rule