  Progenitors of core-collapse supernovae (SNe) can shed significant mass to
circumstellar material (CSM) in the months--years preceding core-collapse. The
ensuing SN explosion launches ejecta that may subsequently collide with this
CSM, producing shocks that can power emission across the electromagnetic
spectrum. In this work we explore the thermal signatures of dense CSM
interaction, when the CSM density profile is truncated at some outer radius.
CSM with optical depth $>c/v$ (where $v$ is the shock velocity) will produce
primarily $\sim$blackbody optical/UV emission whereas lower optical-depth CSM
will power bremsstrahlung X-ray emission. Focusing on the latter, we derive
light-curves and spectra of the resulting X-ray transients, that include a
detailed treatment of Comptonization. Due to strong photoelectric absorption,
the X-ray light-curve is dominated by the `post-interaction' phase that occurs
after the shock reaches the CSM truncation radius. We treat this regime here
for the first time. Using these results, we present the phase-space of optical,
UV, and X-ray transients as a function of CSM properties, and discuss
detectability prospects. We find that ROSAT would not have been sensitive to
CSM X-ray transients but that eROSITA is expected to detect many such events.
Future wide-field UV missions such as ULTRASAT will dramatically enhance
sensitivity to large optical-depth CSM configurations. Finally, we present a
framework within which CSM properties may be directly inferred from observable
features of X-ray transients. This can serve as an important tool for studying
stellar mass loss using SN X-ray detections.
