This paper presents compact message formats for onion routing circuit construction using the Sphinx methodology developed for mixes. We significantly compress the circuit construction messages for three onion routing protocols that have emerged as enhancements to the Tor anonymizing network; namely, Tor with predistributed Diffie-Hellman values, pairing-based onion routing, and certificateless onion routing. Our new circuit constructions are also secure in the universal composability framework, a property that was missing from the original constructions. Further, we compare the performance of our schemes with their older counterparts as well as with each other.