If you draw the circle using many small parts, then MSAA won’t help in your case at all because it is simply not designed for that use case. It works with larger primitives.
Honestly, I wouldn’t be surprised if MSAA would not be supported at all.
My approach to draw the circle is drawing large rectangular primitives (32 rectangles for a circle), using trigonometry to place the rectangles at equidistant points around the circle, and rotating / scaling my single pixel texture so that those big rectangles touch each other, giving the illusion of a circle if the number of rectangle is high enough.
I am currently using 32 rectangles, but I have the same problem wether I use 8 (then I have a regular octogon) or 6 (hexagon)
Here is a perhaps more useful picture of how I am drawing the circle (the alpha on my rectangular primitives is set to 0.5 so you can see the overlap and the aliasing :