Brian,
Resizing the model might be your problem. This happens when one of the
axes is not selected when you are resizing the part. Assuming you
build the shaft along the Z axis, X and Y should be resized equally
for the circle. You can tell if the part is going to be circular on
the first layer. Check the layers in your slicer program especially if
you resized the model.
Another possibility is some kind of drag or motor step skipping on the
CNC machine in one axis.
That 3D printer was made by Flashforge I believe. The worst 3DP design
I've seen and repaired over the years.
CNC machines that build parts with stacking plastic in layers are not
printers! They are 3D plotters!!!
As Chris has said, it's better to use metal shafts in most cases.
Rafael