One characteristic that Adverbs or adverb clasues have is that they can be at the beginning, middle or at the end of the sentence. Your sample sentences are fine grammatically. dDpending on the ears of your listeners, one may be prefered over the other.
1. I must do circuit training 3 times a week at the gym.
2. I must do circuit training at the gym 3 times a week.
Ex: 1) Three times a week, I have to go to the supermarket because my family eats like a horse. This emphasizes the frequency at the beginning.
2) I have to go to the supermarket Three times a week because my family eats like a horse. This emphasizes the frequency at the middle of the compound sentence.