I can cut perfect circles using my scrollsaw by attaching a scrap piece of ply on the scrollsaw table with double sided tape after having inserted a piece of stiff wire (I use a tiny bit of piano wire) - or a small nail coming up from the underside would do - half the diameter of the circle away from the blade. I put mine to the right of the blade, I don't know whether it makes any difference where.
So say if I want a 4" diameter circle I place the pivot at 2" away and then place my rough-cut piece of (circle) timber on the pivot. Then just turn on the pivot as the blade cuts.
PURRRRFECT every time!
Barbara
P.S. Don't forget to drill a hole through the scrap piece of ply and insert the scrollsaw blade through it first! Or I suppose you could just take the scrap up to the side of the blade! Mmmm, must try that.