can a maiar change their shape once they have taken that form in middle earth?

I believe Radagast had skinchanging abilities, perhaps thats why they could not find him at Rhosgobel.

For the most part, I'd say 'yes'. Sauron certainly could take a number of different forms (Dark Lord, Werewolf, Vampire, Annatar, etc.), though they were more limited after he was caught up in the destruction of Numenor. The Istari had limitations imposed upon them by the Valar.