Yes, there are some offset feedhorns that aren't a circle.
But, generally, I thought they were on non-circular dishes.
Primestar feedhorns for the 84e (?) look circular when viewed end-on, but have their sides trimmed back to "see" the elliptical dish.
Some Dish FSS feedhorns are quite oval, and I assume for the same reason.
The satellite sees the elliptical dish as almost a perfect circle (because of the 22 degree+ or -), but the feedhorn (not looking directly at the center of the offset dish) sees it as an ellipse.