The paper extends the pragmatic approach to coded continuous-phase modulation (CPM). It first proposes an optimization of the CPM capacity for given complexity and bandwidth efficiency. Then, the best CPM schemes are embedded into a pragmatic coded-modulation scheme, whose pragmatic capacity (a.k.a. BICNI capacity) is maximized through a careful design of the mapping between input bits and CPM waveforms. The so obtained CPM schemes show a pragmatic capacity very close to the CPM capacity. An outer binary serially-concatenated convolutional code, cascaded with the CPM modulator through an interleaver, yields performance close to the pragmatic (and so to the CPM) capacity without requiring iterations between outer code and CPM modulator.