Circles and ovals as well as irregular shapes significant support as leading often involves sideways pressures to fit the lead to the pieces of glass. Thus there are two main methods of support for the perimeter of the panel.
You can cut supporting pieces of glass to place around the perimeter. These need to be cut to the outside of the perimeter cut line. These supports must be in at least two or more pieces to enable the came to be put in place progressively. You then assemble the perimeter lead into it and continue to lead up as normal. The perimeter support can also be made from thin plywood or similar materials. This can be useful if the shape is to be repeated.
A simple means of supporting irregular shapes while leading is to place a number of nails around the inside edge of the cut line. There need to be enough to support each piece of glass with at least two nails. So you may need to add more nails to the initial set up. Build the panel without the perimeter leads. When the interior is assembled, put the perimeter came around the panel. Ensure the fully leaded panel fits within the dimensions of the opening. Then solder as normal.
The above methods can be used, but are often a bit heavy duty for copper foil processes. Instead of glass, timber or nails you can use more easily cut materials. Such things as stiff double walled cardboard, foam board etc., are suitable for light duty. You can cut the complete shape from these materials, but only good if no pressure is used in fitting the pieces.
If you are likely to repeat the shape and size, you can use plywood or similar materials. Build inside the shape and remove it when the whole is soldered on the first side.