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Mathematica, 144 132 bytes

Since Inception, we all know the most efficient way to draw a maze.

c=0;Graphics@Most[Join@@{Circle[{0,0},i,{a=c-(r=Random[](d=2Pi-1/i)&)[],a+d}],Line[{{i},{i+1}}.{{Cos[c=a+r[]],Sin@c}}]}~Table~{i,9}]

Ungolfed and example output:

Mathematica, 144 132 bytes

Since Inception, we all know the most efficient way to draw a maze.

c=0;Graphics@Most[Join@@{Circle[{0,0},i,{a=c-(r=Random[](d=2Pi-1/i)&)[],a+d}],Line[{{i},{i+1}}.{{Cos[c=a+r[]],Sin@c}}]}~Table~{i,9}]

Ungolfed and example output:

Of course, the lines are the walls. You're the minotaur who starts in the centre and needs to get out.

Mathematica, 144 132 bytes

Since Inception, we all know the correct way to draw a maze.

c=0;Graphics@Most[Join@@{Circle[{0,0},i,{a=c-(r=Random[](d=2Pi-1/i)&)[],a+d}],Line[{{i},{i+1}}.{{Cos[c=a+r[]],Sin@c}}]}~Table~{i,9}]

Ungolfed and example output:

Mathematica, 144 132 bytes

Since Inception, we all know the most efficient way to draw a maze.

c=0;Graphics@Most[Join@@{Circle[{0,0},i,{a=c-(r=Random[](d=2Pi-1/i)&)[],a+d}],Line[{{i},{i+1}}.{{Cos[c=a+r[]],Sin@c}}]}~Table~{i,9}]

Ungolfed and example output:

Mathematica, 144 135 bytes

Since Inception, we all know the correct way to draw a maze.

c=0;Graphics@Most[Join@@Table[a=c-(r=Random[](d=2Pi-1/i)&)[];{Circle[{0,0},i,a+{d,0}],Line[{{i},{i+1}}.{{Cos[c=a+r[]],Sin@c}}]},{i,9}]]

Ungolfed and example output:

Mathematica, 144 132 bytes

Since Inception, we all know the correct way to draw a maze.

c=0;Graphics@Most[Join@@{Circle[{0,0},i,{a=c-(r=Random[](d=2Pi-1/i)&)[],a+d}],Line[{{i},{i+1}}.{{Cos[c=a+r[]],Sin@c}}]}~Table~{i,9}]

Ungolfed and example output: