I would go with the Fitbit, especially if you have a Charge HR or Charge 2 where it's basing your burn off your heart rate. As for the circuit training, it's best to log in Fitbit. You won't double count by logging in MFP, but 1. Fitbit's calorie estimate tends to be better than MFP's, and 2. MFP will override what Fitbit says you burned over that time period.

Best to log in Fitbit was comment. it's called Circuit training in database.
You can use that Activity Record that is created to see the start time, and figure out the duration to log. Let Fitbit estimate the calories.

That's because HR-based calorie burn formula is only valid for aerobic steady-state (same HR 2-4 min) exercise.
And if you think you are doing the circuit training right, it's neither steady-state nor aerobic - but anaerobic for good portions and HR should be constantly up and down.

Only your daily non-exercise calories should be based on steps. First week or two your device settings are trying to decide where that HR is before it starts doing HR-based calorie burn.
So it might be inflated a decent amount if it sees some walking as exercise and it's not.
Or if on meds that inflate the HR.

Did treadmill have your total weight (many put in naked weight, but don't really do it naked)?
And do you know it's been calibrated for distance correctly lately?

Then it has no clue how many calories you burned - as mass being moved is required.
It would be using the same formula the Fitbit is, difference is it may have the distance wrong (or different but right), and it would know about incline the Fitbit would not.
So if it had correct weight, and you knew it had the distance correct - it would be better estimate.

Because Fitbit stride length should never be set for exercise level pace, so indeed Fitbit should be reading a tad short on distance when going that fast.