Has your post-processor output of helical moves enabled, see the circular move section in PB or PC, depending on what you use?
Production: NX10.0.3, VERICUT 8.0, FBM, MRL 3.1.4 | TcUA 10.1 MP7 Patch 0 (10.1.7.0) | TcVis 10.1
Development: VB.NET, Tcl/Tk Testing: NX12.0
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Import the custom command PB_CMD_helix - there are some settings in there that allow configuration. If your post kinematics are table type - NX should give you circles.