If your game is 2D, then I don't think you need to extrude a CollisionPolygon. All you need to do is to make it circular.
If your game is 3D, then you can extrude, but not in Godot. You can make a mesh in Blender (create a circle then extrude it), import it and use it as a collision mesh in your scene, maybe?
I'm not experienced with the 3D side of Godot, I see you can create collision shapes (there is ConcaveShape in CollisionShape), but I don't see how you would create a collision mesh. It has probably been "hidden" in the 3D scene import workflow.