I have a Xiaomi mi5 (MIUI 8) and I would like to remove the white background of these icon but I don't know if It is possibile
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From above link download a .mtz file(theme file) and apply that theme.
You need a designer account to apply third party themes
Signup for designer account at http://designer.xiaomi.com
It takes 24 hrs for designer account verification.
You can try using nova launcher and apply the Android stock icon pack from the look and feel option in settings. It will remove the backgrounds in the icons. Alternatively, you can try using some icon packs if you are not a fan of the stock circle icons. I made a list of popular icon packs for Android on my website. Check them out Top 5 Android Icon Packs