Silicon wafers are sliced from a giant single crystal of silicon called a boule, which is grown from a seed crystal dipped in and then slowly pulled from molten silicon.
Circuits such as CCDs (and everything else) are patterend on silicon wafers aligned to the crystal axes of the wafers indicated by the wafer flat or notch (1, 2 see alignment flat on bottom, 3 see alignment notch on left)
This can sometimes be important for electrical reasons but it is very important for mechanical reasons because you need to "dice" the thin, delicate wafers into individual die and that is a lot easier to do allong crystal planes than it would be trying to cut out a circle. Crystals like to break when cut off-axis, tiny microscopic cracks propagate along crystal planes especially when the die are cut off-axis.
So if you have a rectilinear silicon die and a rectilinear circuit pattern and rectilinear readout system, there's absolutely no benefit to building a single-die circular sensor. (However, multi-die arrays are a different matter, as nicely illustrated in @Snow's answer!)
If your useful optical field is circular due to optical vignetting or aberration then you can mask your data electronically during processing.
A circle has 21% less area than the square in which is it circumscribed:
$$ 1 - \frac{\pi}{4} \approx \text{21%}$$
so you could speed up data transmission from a spacecraft by 27% if you only sent back the data from an inscribed circular field of a square sensor:
$$ \frac{4}{\pi} - 1 \approx \text{27%}.$$
That's a meaningful amount of time savings, considering that some deep-space spacecraft (e.g. New Horizons) can spend months sending back all the image and other data from a flyby photoshoot. However, I think instead that they make the optics good enough to provide good image quality out to the corners and keep the whole square (or rectangular) image data.