I don't think circular breathing is the goal. It's just a means to an end. The goal is strengthening the muscles that keep the airway open. The resistance from blowing into the didgeridoo seems to be what does that. I have no idea how that compares to bagpipes, however.

I would imagine some basic breathing techniques may help, wonder what the research in anuloma viloma pranayama shows, but beware there's a lot written by random people on the internet about it without scientific evidence.

If you're talking about the great highland bagpipes, circular breathing can be really helpful while learning. Because of the "practice chanter," every piper have one or two and use it to learn new tunes or just practice technique.

Several varieties of bagpipe I'm aware of don't even require breathing, since they're powered by bellows. The pipes are surprisingly hard to learn by the way. One normally starts on the chanter, which is more like a recorder and is not bag assisted.