Let $\alpha:[0,L] \to \mathbb{R}^2$ be a piecewise affine map satisfying $\alpha(0)= \alpha(L)$ and $|\dot \alpha|=1$. Supopse that $\alpha(t) \times \dot \alpha(t)$ is constant.
How to prove that $\operatorname{Image}(\alpha)$ is a tangential polygon, i.e. a polygon whose edges are all tangent to a fixed circle, centered at the origin?
It suffices to prove that for each subinterval $[a,b] \subseteq [0,L]$ where $\alpha|_{[a,b]}$ is affine, there exists a $t_0 \in (a,b)$ such that $\dot \alpha(t_0) \perp \alpha(t_0)$.
Indeed, if this is the case, then $|\alpha(t_0)|=|\alpha(t) \times \dot \alpha(t)|=C$ is independent of the segment $[a,b]$ chosen. Thus, every "edge" $\alpha([a,b])$, contains a point $P_{a,b}=\alpha(t_0)$ on the circle with radius $C$, and the edge is perpendicular to radius at $P_{a,b}$, i.e. it is tangent to the circle at $P_{a,b}$.
I am not sure how to prove the bold statement. I think we need to use somehow the fact that the polygon "closes".
The converse implication is easy:
If there exists such a circle with radius $R$, then $|\alpha(t) \times \dot \alpha(t)|=R$ is constant: Indeed, suppose that $\alpha(t_0)$ lies on the circle -- so it is a tangency point.
Then $\dot \alpha(t_0) \perp \alpha(t_0)$, and $|\alpha(t_0)|=R$.
Let $t$ satisfies $\dot \alpha(t)=\dot \alpha(t_0)$, i.e. $\alpha(t)$ belongs to the same edge as $\alpha(t_0)$. Then
$\alpha(t)=\alpha(t_0)+\beta(t)$, where $\beta(t) || \dot \alpha(t_0)$, so $$ \alpha(t) \times \dot \alpha(t)=\big( \alpha(t_0)+\beta(t) \big) \times \dot \alpha(t_0)=\alpha(t_0) \times \dot \alpha(t_0), $$ which implies $|\alpha(t) \times \dot \alpha(t)|=R$.
Suppose $|\alpha(t)\times\dot{\alpha}(t)|=C$. Then this means that each affine piece of the path, extended to a line if necessary, is tangent to the circle of radius $C$ centred at the origin.
Suppose further $\alpha(t)\times\dot{\alpha}(t)>0$ throughout. Then $\alpha$ moves along each tangent keeping the circle to its left. So at each vertex, $\alpha$ moves from one tangent to the circle to the other one, and one knows in which direction along it to move.
I believe that's as far as you can go however. I imagine the trace of such an $\alpha$ should fall under some definition of tangential polygon. Do note that the condition you hoped to prove need not hold. For example if $\alpha$ is as in my picture, moving from $A$ to $B$, from $B$ to $C$ etc., then while the angular momentum is constant, at no point does $\alpha$ touch the circle.