The closest thing in physics would be something like the surface of a neutron star or the equator of a black hole's event horizon. The problem here is that you are kinda really talking about smoothness, and if you think circular has a tricky definition, then you'll find "smooth" to be even more fundamentally fun.
Yeah that was the impression I got. Note that the gyroscope talked of in the article I linked is only surpassed in roundness by neutron stars.

I think they omitted event horizons simply because of the uncertainty in that regard. Hawking has muddied the waters by suggesting there could be wild fluctuations going on.