If you expand the radius by a factor of roughly $2n$ than the answer is indeed that a disc cannot be empty.
The Bauer-Fike theorem tells us that the distance measure $d_1 = \max_{i}\min_{j}|\lambda_{i}-\mu_{j}|$ is small. What I wanted to infer is that the distance measure $d_2 = \min_{\sigma \in S_{n}}\max_{i}|\lambda_{i}-\mu_{\sigma(i)}|$ is small (where $S_n$ is the permutations on $n$ elements).
It turns out that under plausible assumptions, $d_{2} \le 2n d_{1}$, as proved here, by Elsner.