You could use arc():  http://processing.org/reference/arc_.html

Defining what is a "pie menu" can help, too...

Placing the text like that correctly will take some Trigonometry, there are tutorials for that in Processing here:  http://processing.org/learning/trig/

Thanks everyone! This is very helpful :)

amnon.owed, could you explain me lines 22 and 27, 28 ? 

Line 22:  float piTheta = mouseTheta>=0?mouseTheta:mouseTheta+TWO_PI;

22
atan2 returns a value in the range (0, PI) and (0, -PI) but you need a value in the range (0, PI) and (PI, TWO_PI). So you add TWO_PI (only) when it's negative. Then you end up with the full range.

27/28
The s in line 27 is rotated by an amount (PI*0.125) to make it look like the example image, so this is not required otherwise. The rest of the formula is basically (i/options.length) * TWO_PI aka the starting point on the 'circle'. I've placed part of this calculation outside the for-loop. Also it's already a float then so the calculation is accurate. The e in line 27 is done with 0.98 instead of 1 so you get a nice line between the segments. In words, s and e are the starting and end point of the segment within the range (0, TWO_PI). Then these values can be compared with the mouse angle that was also converted to this same range with lines 21/22.

Personally I would pre-calculate most of the numbers in the sketch and just use LUTs but I didn't want to overcomplicate the example where optimization isn't an issue.

Thanks asimes and  amnon.owed, thats a very clever piece of code. I think i get it now... One thing else, I'm familiar with LUT meaning lookup table, but never heard about LOT, are they the same stuff? Like, an array filled with values to be accessed later?

edited above