It is well known that long Josephson tunnel junctions (JTJs) act as active transmission lines for the slow-mode propagation of magnetic flux-quanta (in the form of solitary waves) that is at the base of many superconducting circuits. At the same time, they support the propagation of quasi-TEM dispersive waves with which the magnetic flux non-linearly interact. In this work, we study the properties of the electromagnetic resonances, under different conditions of practical interest, in annular JTJs (AJTJs), in which the wavelengths are limited to the length of the circumference divided by an integer. Our analysis is based on perturbed sine-Gordon equations the (1+1)-dimensional space with periodic boundary conditions. We discuss the discrete modes of the travelling EM waves in circular annular JTJs in the presence of an in-plane magnetic field, as well as in the recently introduced confocal annular JTJs (in the absence of magnetic field). In both cases, a variable-separation method leads to quantitatively different Mathieu equations characterized by even and odd spatially periodic solutions with different eigenfrequencies. It implicates that a single mode circulating wave is given by the superposition of two standing waves with the same wavelengths but different frequencies, and so has a periodically inverting direction of propagation. The control parameters of this frequency splitting are the in-plane magnetic field amplitude for the circular AJTJ and the aspect ratio for the confocal AJTJs. In the appropriate limits, the previously known solutions Email address: r.monaco@isasi.cnr.it and roberto.monaco@cnr.it (Roberto Monaco)