Circular Quadrature Amplitude Modulations (CQAM) refer to constellations of points suited to non-binary coding and probabilistic amplitude shaping. We describe the design and properties of bi-dimensional CQAM for the finite-length regime. We propose a construction algorithm with full accuracy and dramatically improved speed with respect to the algorithm proposed at ISIT'2017. We show that CQAMs are subsets of the hexagonal lattice A2 when the code alphabet size is 6. In a second part, CQAM constellations with shaping are designed for approaching channel capacity and an example of 3D CQAM is given. The D3 (fcc) lattice and Fibonacci spirals are the proposed construction tools for 3D CQAMs. The lattice structure has the ability of merging many CQAM shells into a unique lattice shell. Four-dimensional CQAMs can also be designed via the same method from the Schlafli lattice D4.