I would like to use the nice circle that the polar projection gives, but I have cartesian data. The best I can do now is the following, but it has a notch thing.
fig, ax = plt.subplots(subplot_kw={'projection': 'polar'})
xs, ys = np.meshgrid(np.linspace(-1,1,50),np.linspace(-1,1,50),)
parab = xs**2+ys**2
rs = np.sqrt(xs**2+ys**2)
ths = np.arctan2(ys, xs)
ax.pcolormesh(ths, rs, parab, shading='nearest')