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# Perl, 212 bytes

Takes number on stdin. Prints grid on stdout.

```
perl -nlE'sub p{($a,$b)=map$_+$r,@_;map{$g[$_][$b]=$g[$_][$g-$b]="#"}$a,$g-$a}$x=$r=$_;$g=2*$r;@g=map[(".")x($g+1)],0..$g;$t=$r/16;while($y<=$x){p$x,$y;p$y,$x;$t+=++$y;$T=$t-$x;if($T>=0){$t=$T;--$x}}say@$_ for@g'
```

Comments:

```
perl -nlE'
    sub p {
        ($a,$b) = map $_+$r, @_; # translate axes (-r,r)->(0,2r)

        # mark 2 quadrants
        map { $g[$_][$b] = $g[$_][$g-$b] = "#" } $a,$g-$a
    }

    # create empty grid
    $x = $r = $_;
    $g = 2*$r;
    @g = map [ (".")x($g+1) ], 0..$g;

    # midpoint circle algorithm - Jesko's method
    # https://en.wikipedia.org/wiki/Midpoint_circle_algorithm
    $t = $r/16;
    while ($y<=$x) {
        p $x,$y; p $y,$x; # mark grid

        $t+ = ++$y;
        $T = $t-$x;
        if ($T>=0) {
            $t = $T;
            --$x
        }
    }

    # print grid
    say @$_ for @g
'
```

[Try it online!][TIO-mmsgc8kw]

[TIO-mmsgc8kw]: https://tio.run/##NY/NaoQwAITveYqQDqzWn6rb3Uua4jMUb64EBU0FV0NUqoivXhsPvc03zAyMrk13O@axpk1dTrOp6WUs1wsn2rT9RNmj/6KCQj56xglWEfFjnCuqNwelj8oVz1JDejB@KrnVG1QOWeSoCvEvVXASe2H72bFU7lgEjIDkUCJ5heGpOpdyh4XMXRwoL3YLPwpDKI7JZt/iO//5brvawfohsLibxuJj5Rqrj8WGPOF5lpEJTIF12sZB9ikidzsHMh5Yc9/tuRSSNoNJ1XHEJCFX8k5uJI5IEpHfQU/t0I9H0Hd/ "Perl 5 – Try It Online"