By the time Sir Arthur Conan Doyle wrote "The Adventure of the Red Circle," I believe he was growing well and truly sick of Sherlock Holmes. Not because it's a "bad" story as such (it isn't), nor because it was one of the last stories (there were still a handful more to come). Rather, Doyle ditches many of the conventions established in his earlier writing.
Up until this point, every Sherlock Holmes short story begins with Watson languidly setting the scene over several paragraphs. He praises his brilliant friend, ruminates on a particularly interesting case from the past, and then slowly warms up to his tale. "Red Circle" does none of this, and instead starts with the client already speaking to Holmes. For several paragraphs, it's not even clear Watson is present. For several more after that, it's not even clear this story is being written by Watson in the first person. So it seems Doyle is no longer interested in the same old trappings of a Holmes story; he just wants to get to the idea.
Along the same lines, the story here doesn't seem nearly as thought out as the gimmick upon which it turns. The conclusion recounts the elaborate flight of a couple from Italy to New York to London, all hotly pursued by an Italian mob. It feels so densely packed, or perhaps so shallowly sketched out, that it feels almost tacked on as an afterthought. The meat of the story is the odd means the wife is using to hide herself.
And admittedly, Doyle has a rather clever and certainly interesting idea there. The mystery turns on a switch that has been made, such that the woman lodging this Italian refugee isn't even aware of who it is she's hiding (much less what she's done). The trick here feels frankly magical -- not in the fantastical sense, but in the way a magician gets the audience to look in the wrong place for the wrong thing. If the story truly is going to hang on just one element, it's a strong element to hang it on.
I give "The Adventure of the Red Circle" a B. Doyle may have been running out of interest by this point, but it doesn't feel like he was running out of ideas.
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