What are the differences between round and square steppers?
As far as I know there should be no difference in performance based only on the shape of the steppers; their performance depends on how they are built. IIRC steppers are mostly characterized by their holding torque, however they could also be characterized by other secondary characteristics like number of steps/step size, maximum speed, etc.

A round stepper could be a more efficient shape, i.e. have the most efficient mass/materials to magnetic field strength ratio. But a square package is more pragmatic for actually using the stepper.

IMHO, the 'best' (shortcut) evaluation of a stepper is its weight, since heavier steppers have stronger (i.e. heavier) magnets, which should translate into more torque. (by 'shortcut evaluation,' I mean useful when you don't have proper specifications/data sheets for the steppers.)

As far as i know, if one stepper is stronger than another, it's internal design/construction is responsible for the performance more than its shape.

one possible exception are steppers that are constrained by their size, and are designed to have the best torque to size ratio. For example pancake steppers, are designed to be small and compact with, generally, the highest torque possible for their size.