Hey again TGeorgeMihai.
I'd actually assumed you wanted it to be a layer relative grid, though I didn't realize you were also interested in using a TileMap.
What I was originally thinking was that you could paper over the object's bounding box with grid tile objects (aligned to the layer), and then, with a single condition, remove the ones that don't overlap.
With a tile map, you'll need to use an overlap-check object like Aphrodite suggested. Though you can still use the bounding box method I described, to search only the area over the circle's bounding box, instead of the entire tile map.
Although instead of looping over the bounding box to remove non-overlapping tiles, you would simply add overlapping tiles. That's because there's no way to remove all non-overlapping tiles with a single condition, when using a TileMap object. (Which is not a bad thing at all, TileMap is actually more efficient for what you want, it just doesn't natively support collision checking, as far as I know.)
So, I also built an example capx, though Aphrodite beat me to it. :3