Since your horse is sensitive to your legs, I would rub your horses sides (where your feet are going to be when riding) with a crop. This will tell the horse that being touched there is no big deal.
I do agree with you that running a horse in a circle for every wrong attitude is not right. But, some problems may need to be adjusted with that. Not this problem though. If you want your horse to lunge without blowing around in a circle, spend some time with your horse going slow in a circle.
If there is a round pen, turn your horse in there with a halter on and act like you were to lunge her. But do it with a body language of being calm. Walk and do not chase her if you want her to go slow.