How do you play a natural E on classical guitar with a complete circle above it? I have tried playing a harmonic on the 12th fret, but this doesn't work with the fingering written for the majority of the piece.
Assuming you mean
X:1 L:1/4 M: K:C %%score T1 V:T1 clef=treble-8 % 1 [V:T1] "∘"e'
then e-string over 12th fret is pretty much the only practical natural harmonic. However, you can always also use an artificial harmonic, e.g. b-string 5th fret and flageolett-pinch the string with the left hand over the 17th fret.
If you instead mean
X:1 L:1/4 M: K:C %%score T1 V:T1 clef=treble-8 % 1 [V:T1] "∘"e
then this should actually not be played on the e-string at all. It is best on the A-string over the 7th fret, alternatively on the low E-string over the 5th fret.