Here is a strategy which is periodic and independent of previous flips.
As in Aleksei Kulikov's answer, we identify heads with $\alpha$ and tails with $-\alpha$, so that a bet is an element of $\{-\alpha,\alpha\}^N\subseteq\mathbb{R}^N$. Let $(e_i)_{i=1}^N$ be the usual basis of $\mathbb{R}^N$.
Consider the choices $v_1,\dots,v_n$ where $v_i=\alpha\sum_{j=1}^Ne_j-2\alpha e_i$. We will repeat the bets $v_1,v_2,\dots,v_n$ periodically, with period $n$. As $(\mathbb{S}^1)^N$ is second countable, we just need to check that, given some nonempty open set $O\subseteq(\mathbb{S}^1)^N$, $O$ is visited by the players with probability $1$.
To see why, note that the position of our players in $(\mathbb{S}^1)^N$ at time $n$ is given by $\pi\left(\sum_{i=1}^Na_i(n)v_i\right)$, where $\pi:\mathbb{R}^N\to(\mathbb{S}^1)^N$ is taking modulo $1$ in all coordinates, and $a_i(n)$ are integer values such that, from step $n-1$ to step $n$, we add $\pm 1$ to $a_{n\text{ mod }N}$ and keep the other coefficients the same.
So we can see the problem as a sequence of vectors (a random walk) $u(n)=(a_1(n),\dots,a_N(n))_{n\in\mathbb{N}}$ in $\mathbb{Z}^N$, where at each step we add $\pm e_{n\text{ mod }N}$. Let
$$P:\mathbb{Z}^N\to(\mathbb{S}^1)^N;(a_1,\dots,a_N)\mapsto\pi\left(\sum_{i=1}^Na_iv_i\right)$$
Claim: Let $A=\{u\in\mathbb{Z}^N;P(u)\in O\}\subseteq\mathbb{Z}^N$. Then there is a finite set $F$ such that $A$ intersects $u+F$ for all $u\in\mathbb{Z}^N$.
Proof: Let $\varepsilon>0$ be such that $O$ contains an $\varepsilon$-ball, and choose the set $F$ such that $P(F)$ is $\varepsilon$-dense in $(\mathbb{S}^1)^N$. We are using here that $P(\mathbb{Z}^N)$ is dense in $(\mathbb{S}^1)^N$. $\square$
The claim implies that there is $\varepsilon>0$ and $L\in\mathbb{N}$ such that, for any $n$ and any initial position $u(n)$, the probability that at least one of the vectors $u(n+1),\dots,u(n+L)$ is inside $A$ is $>\varepsilon$ (e.g. let $L=n\cdot M$, where $M$ is the maximum distance between $0$ and any point of $F$).
Thus, for each $k$, the probability that no vector $u(n)$, for $n=1,\dots,kL$, is in $A$, is at most $(1-\varepsilon)^k\to0$. So almost surely $u(n)$ is in $A$ for some $n$, implying that our players will almost surely land in $O$.