This is very common for plasma where the leadin line comes in straight from the centre line of the circle. What you need to do is program your leadin and leadout for that matter as arcs. This way the machine does not have to slow down or stop at the change of direction and this will stop the blow out hole from arc flare as the machine will still be moving and the arc will not need to go hunting for material and become unstable.
I use sheetcam but not for plasma so I dont know how it handles leadin and leadout lines but normally I would draw them in cad first on seperate layers form the inner and outer contours.