Instead of messing with circles, you could use the DoubleClick event to add/remove cell borders
Because you have other borders in adjacent cells, the Add/Remove borders has to have RLTB options
Private Sub Worksheet_BeforeDoubleClick(ByVal Target As Range, Cancel As Boolean)
Dim R As Range
Set R = Target.Cells(1, 1)
Select Case R.Address
Case "$K$6"
Call RemoveBorders(Range("K7"))
Call AddBorders(R, False)
Case "$K$7"
Call RemoveBorders(Range("K6"), False)
Call AddBorders(R)
Case "$U$6"
Call RemoveBorders(Range("U7"))
Call AddBorders(R)
Case "$U$7"
Call RemoveBorders(Range("U6"), False)
Call AddBorders(R)
End Select
End Sub
Option Explicit
Sub AddBorders(Rng As Range, Optional T As Boolean = True, Optional B As Boolean = True, Optional L As Boolean = True, Optional R As Boolean = True)
With Rng
.Borders(xlDiagonalDown).LineStyle = xlNone
.Borders(xlDiagonalUp).LineStyle = xlNone
If T Then
With .Borders(xlEdgeTop)
.LineStyle = xlContinuous
.Weight = xlMedium
End With
End If
If B Then
With .Borders(xlEdgeBottom)
.LineStyle = xlContinuous
.Weight = xlMedium
End With
End If
If L Then
With .Borders(xlEdgeLeft)
.LineStyle = xlContinuous
.Weight = xlMedium
End With
End If
If R Then
With .Borders(xlEdgeRight)
.LineStyle = xlContinuous
.Weight = xlMedium
End With
End If
End With
End Sub
Sub RemoveBorders(Rng As Range, Optional T As Boolean = True, Optional B As Boolean = True, Optional L As Boolean = True, Optional R As Boolean = True)
With Rng
.Borders(xlInsideVertical).LineStyle = xlNone
.Borders(xlInsideHorizontal).LineStyle = xlNone
.Borders(xlDiagonalDown).LineStyle = xlNone
.Borders(xlDiagonalUp).LineStyle = xlNone
If L Then .Borders(xlEdgeLeft).LineStyle = xlNone
If T Then .Borders(xlEdgeTop).LineStyle = xlNone
If B Then .Borders(xlEdgeBottom).LineStyle = xlNone
If R Then .Borders(xlEdgeRight).LineStyle = xlNone
.Borders(xlInsideVertical).LineStyle = xlNone
.Borders(xlInsideHorizontal).LineStyle = xlNone
End With
End Sub