Thanks for the link. Unfortunatly if I understand, the solution was to change the layout to add an empty subplot with only the legend. Here I don’t want to touch my layout. I just want to superpose the legend to the grid of subplots.
I think I found my answer manipulating inset plots. It just adds one line, so I think it is more robust than changing the layout, and you really can put the legend anywhere on the plot. (Drawback you might have to adjust manually the position).
D = 10
K = 4
θ = range(0, stop=2π, length=50)
r(θ) = 1 + cos(θ) * sin(θ)^2
p = [plot(proj=:polar) for j in 1:D]
[[plot!(p[j], θ, r.(θ)+0.2*rand(length(θ)), label =:none) for k in 1:K] for j in 1:D]
pall = plot(p...,size=(1200,600), layout = (2,5))
plot!(pall, (1:K)', inset = (1, bbox(2.25,0.8,0.3,0.3)), background_color=:transparent, subplot = D+1, legendfontsize=11, framestyle = :none, label=permutedims("k=".*string.(1:K)))
I am not exactly sure how to control the size of the legend box (it does not change with bbox) but with ‘legendfontsize’ and ‘background_color’ it is perfect for my application.