If I had a circular room, I think that it would be possible to make the room (or the wall) on a sort of pivot (not the right word for it, but never mind that for now), so when I wanted to shut the door, I could just move the room (or the wall) via means of a switch, or some sort of mechanical marvel
(like how you can move really big rocks when you have a tiny stone underneath it).
Windows, ventilation and so on might be a problem, but I think you could manage it by doubling the size of the window/ ventilation unit lengthways, with a hole for it to fit through no matter which way it's turned.
Of course, you might wake up in the middle of the night and forget where you are and think you might be stuck in some place like The Twilight Zone.
And I'm not sure how lights and electricity would work either, for that matter.