At the center of those objects I add equal positive angular torque (just enough to make the square tire to move forward).
You do not apply torque at the center, a single point. It requires at least two points. This is an important detail. Because the second force applied to the object is a friction force. This friction force will be different for the round and square wheels. With a different friction force the object will experience a different impulse and obtain a different translational momentum (impulse will be related to the difference between friction and pull forces multiplied by the time)
For the round wheel, the friction force will be smaller because less torque is needed to make the circle move and rotate. This difference can be computed by considering the moment of inertia.
Computation by moment of inertia
The moment of inertia around the center is for square and round:
$$\begin{array}{}
I_{square} &=& \frac{1}{6}mD^2\\
I_{round} &=& \frac{1}{8} mD^2
\end{array}$$
with mass $m$ and D the height/diameter of the wheel.
As seen in the image below for a given speed at the center and a given rotation, the square does not have a continuous speed in the horizontal direction (which will go along with variations of friction and bouncing, but let's assume a perfect situation where this does not lead to energy dissipation).
We can compute the average speed by relating the circumference of the wheel ($4D$ for the square and $\pi D$ for the round).
So the relative ratio of average horizontal speed $v_h$ and angular velocity will be
$$\begin{array}{}
\omega_{square} &=& \frac{1}{4} (v_h/D)\\
\omega_{round} &=& \frac{1}{\pi} (v_h/D)
\end{array}$$
The square is moving faster than this speed because it is making a longer path. For a distance of $D$ in horizontal direction (one quarter flip) it follows a path of 1 quarter circles with radius $\sqrt{0.5}D$ and the length is $\sqrt{1/8} \pi D$.
So for a given translational velocity $v_h$ the energy needed is
$$\begin{array}{}
E_{square} &=& I_{square}\omega_{square}^2 + (\sqrt{1/8} \pi)^2 mv_h^2 &=& \left(\frac{1}{96} + \frac{\pi^2}{8} \right) mv_h^2 & \approx & 1.244 mv_h^2\\
E_{round} &=& I_{round}\omega_{round}^2 + mv_h^2
&=& \left(\frac{1}{8 \pi^2} + 1 \right) mv_h^2 & \approx & 1.013 mv_h^2
\end{array}$$
So to move the square with a certain average horizontal velocity, you need more energy. This difference has been computed above by considering energy, but the mechanism is a difference in the friction force between the wheel and the surface (differences that need to match the difference in momentum along the horizontal direction). If the square wheel is pulled at the center, and a rotation plus translation comes from this, then this needs to coincide with a frictional force at the bottom. This friction will be bigger for the square wheel than the round wheel.

Generalization
Under construction. The analysis below ignores gravity. This term could be added easily in the last expression, but it must be seen how this influences the conclusion.
Let's consider any round (convex) objects of homogeneous density and describe them by the radius (distance of the edge from the CM) as a function of the angle $r(\phi)$.
We have the following relations.
For the circumference
$$L = \int_{0}^{2 \pi} \frac{\text{d}L}{\text{d}\phi} \, \text{d}\phi = \int_{0}^{2 \pi} \sqrt{r^\prime(\phi)^2 + r(\phi)^2} \, \text{d}\phi$$
position as function of angle $x(\varphi)$
$$\begin{array}{}
x(\varphi) &=& \int_{0}^{\varphi} \sqrt{r^\prime(\phi)^2 + r(\phi)^2} \, \text{d}\phi \\
y(\varphi) &=& r(\varphi)
\end{array}$$
distance traveled as function of angle
$$\begin{array}{}
s(\varphi) &=& \int_{0}^{\varphi} \frac{\text{d}s}{\text{d}\phi} \, \text{d}\phi \\
&=& \int_{0}^{\varphi} \sqrt{x^\prime(\varphi)^2 + y^\prime(\varphi)^2} \, \text{d}\phi \\
& =& \int_{0}^{\varphi} \sqrt{2 r^\prime(\phi)^2 + r(\phi)^2} \, \text{d}\phi
\end{array}$$
moment of inertia (assuming homogeneous density distribution)
$$I = m \frac{1}{2} \frac{\int_{0}^{2 \pi} r(\phi)^3 \, \text{d}\phi}{\int_{0}^{2 \pi} r(\phi) \, \text{d}\phi} = m \frac{1}{2} \frac{\bar{r^3}}{\bar{r}} $$
Using the above we can express the velocity $v = \frac{\text{d}s}{\text{d}t}$ in terms of the angular velocity $\omega = \frac{\text{d}\varphi}{\text{d}t}$ and also the horizontal velocity $v_h = \frac{\text{d}x}{\text{d}t}$ in terms of the angular velocity
$$\begin{array}{}
v &=& \sqrt{2 r^\prime(\phi)^2 + r(\phi)^2} \omega \\
v_h &=& \sqrt{r^\prime(\phi)^2 + r(\phi)^2} \omega
\end{array}$$
Then we can express the kinetic energy (decomposed in rectilinear motion and rotation) in terms of $v_h$.
$$\begin{array}{}
E_{kinetic} &= &\frac{1}{2}m v^2 + \frac{1}{2} I \omega^2 \\
& =& \frac{1}{2}m \left( \frac{2 r^\prime(\phi)^2 + r(\phi)^2}{ r^\prime(\phi)^2 + r(\phi)^2} + \frac{\bar{r^3}}{\bar{r}} \frac{1}{ r^\prime(\phi)^2 + r(\phi)^2} \right) v_h^2 \\
& =& \frac{1}{2}m \left( 1+ \frac{r^\prime(\phi)^2 + \bar{r^3}/\bar{r}}{ r^\prime(\phi)^2 + r(\phi)^2} \right) v_h^2 \\
\end{array} $$
For the round wheel the term in the brackets equals $2$ such that $E_{kinetic} = m v_h^2$. For other shapes the $\bar{r^3}/\bar{r}$ term will be higher making that more energy is required to roll at a particular horizontal velocity $v_h$.