In theory we could compute the full table of values of a function like less(x: F, y: F) -> {0, 1}, interpolate a bivariate polynomial containing all those values, and build a circuit to evaluate that polynomial. Its degree would be around 2|F| though, so it would be completely impractical.
In SNARK programming, we would usually decompose field elements into bits, then apply a binary comparison circuit. Binary decomposition can be done non-determinstically, by having the prover give the purported bits as "advice" inputs, then having the circuit accumulate those bits and check the sum.
I haven't done any FHE circuit programming, but I imagine that approach wouldn't work, since the circuit must be deterministic. I imagine any values that might need to be compared would just be encoded as binary from the start. (Or is there a better approach?)