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Let N(u,v,n) be the number of integer solutions (x,y) of (x-u)^2 + (y-v)^2 <= n. Then a(n) is the maximum of N(u,v,n) taken over 0 <= u <= 1/2 and 0 <= v <= u. The symetries of the square lattice allow to limit the domain of the circle center (u,v) to this triangle. The terms of this sequence were found by '"brute force' " search of the maximum of N(u,v,n) for (u,v) in this triangular domain.
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For n = 1 the maximum number of Z x Z lattice points inside the circle is a(1) = 5. The maximum is obtained with the circle centered at x = 0, y = 0.
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