It might be a version issue. I remember seeing white borders with a recent edition of Plots.jl; maybe 0.28.4? I remember I could not change the white border regardless of what I did.
But using Julia 1.3.0, Plots 0.29.1, and GR 0.46.0 and the following code:
using Plots
gr(size=(1000,1000),legend=false,markerstrokewidth=0,markersize=30)
x = randn(1000);
testplot = scatter(x,markershape=:circle, legend=false);
savefig(testplot, "marker_border_test.png")
I do not see borders around the circle markers:
