You could create the circle as a shape expression - use the Shape Designer.

Should all the circles be of the same size?

In that case a single shape expression will do.

There exists a very useful Lua script that quickly puts a rectangle (alas, no circle) around an area in your score (any number of selected measures/staves) here -

https://elbsound.studio/jw-lua-scripts.php

scroll down to no. 11) and download

Circles (or rectangles, or whatever) need to be of varying size, if possible. 

I went to the elbsound link and was spooked by the "download at your own risk" warning. How seriously should I take that warning?

I did go to the Shape Designer and was able to create a circle that meets my needs. THANKS for this! Been looking for a way to do this for a long time! 

As for the Lua scripts, theses look perfect! Hope they get to the place where they can be used without potential problems.

… I did go to the Shape Designer and was able to create a circle that meets my needs …

Did you attach the circle as a shape articulation, or as a shape expression?

Warning:

If you attach the circle as a shape expression, then in the Expression Designer you must de-select {Allow Horizontal Stretching}, to avoid that the circle becomes an ellipsis, as the measure is stretched horizontally.

Thanks for the heads up. I did it through the Expression Designer, so at your suggestion de-selected Allow Horizontal Stretching.

... spooked by the "download at your own risk" warning ...

I use the rectangle script all the time and have had no problems with it ever. The rectangle changes in size and adjusts automatically to enclose exactly the area you select in the score.

Thanks, Michael. I'll see if I can get me IT guy (husband!) to download it. I wasn't aware of this line of products before, so thanks for introducing me to it.