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The pragmatic approach to coded continuous-phase modulation (CPM) is proposed as a capacity-achieving low-complexity alternative to the serially concatenated CPM (SC-CPM) coding scheme. In this paper, we first perform a selection of the best spectrally efficient CPM modulations to be embedded into SC-CPM schemes. Then, we consider the pragmatic capacity (a.k.a. BICM capacity) of CPM modulations and optimize it through a careful design of the mapping between input bits and CPM waveforms. The so obtained schemes are cascaded with an outer serially concatenated convolutional code to form a pragmatic coded-modulation system. The resulting schemes exhibit performance very close to the CPM capacity without requiring iterations between the outer decoder and the CPM demodulator. As a result, the receiver exhibits reduced complexity and increased flexibility due to the separation of the demodulation and decoding functions.