What I'm trying to achieve is something like one of these segments
There's any way to do it without rasterizing the shape?
To avoid having to rasterize:
Circle with stroke applied:
Fill Opacity down to 0:
Delete what you don't want, select, and make work path:
Of course this is only one method. Its probably easier to use Illustrator. Might even be easier to just use the pen tool in photoshop but to get perfect circles you'd have to set up guidelines or grids anyways so maybe not.