It could be helpful if you write what goal do you want to achieve, not only how you wont it to look.
Means - what for is that filled circle?
I am also surprised with message you get.
I use mainly 0.05mm so out of allowed range (from your mesaage) and never got it.
So probably somewhere there (I don’t know where) you can set that range - so change there the max to 0.5mm and DRC (validator) should be happy.
Well then you want to avoid filled circles as they would not be allowed in the official lib
If it is for denoting pin 1 then I would suggest a chamfer on the nearest corner or triangular in-cut near the pad if it is too far away from the corner. (side length of the pad 1 marker should be 25% of the body size or 1 mm whichever is smaller)
Newer tried it in KiCad but probably you can add just pad with unchecked the copper layers and checked needed layer (don’t remember if all layers are there possible). May be it will work.
Or you can use several circles one in the other.