Not the same everywhere.....
From Jepp ATC Manual for Netherlands:
Missed Approach while Circling
In case of missed approach while circling (and in case of side-step or break-off to any other runway) at Amsterdam (Schiphol), Eindhoven, Groningen (Eelde), Maastricht or Rotterdam airports execute missed approach as follows: – inform ATC; – turn to the intended landing runway and intercept runway track of that runway while climbing to 2000ft. (my bold/emphasis)
Again, it reiterates the importance of briefing - not only what you're going to do but
HOW you're going to do it. A missed approach from circling is a highly dynamic environment - no time to get into a discussion with your oppo as to what you think you should be doing.
A4