Are they connected with any particular religion or spiritual path?
They may have been in times past, but these days a wide range of faiths, religions and philosophies have and use some form of mandala . . . although some might not call them that! The whole point is perhaps that a circle is universal and any spiritual path worth it’s salt will want to help us to appreciate the interconnectedness of all things. Thus a circular image, whatever the image is actually of, can be considered part of the message and intent of bringing the spiritual dimension into the physical dimension.