Fight the Dragon (available on Steam) might fit what you're looking for.

Don't Starve

If you can find enjoyment in going for high scores you could try stuff like

Savant: Ascent a 2D shooter.

Ubermosh a top-down shooter.

Dustforce a 2D platformer.

One Finger Death Punch a 2D brawler.

These last two are not small in that they have several levels, but they are each pretty short and encourage playing in short bursts.

Is it weird to say Metal Gear Rising: Revengeance as well? It takes 4-6 hours to beat, and like other action games of its ilk, it practically begs you to replay it in a harder difficulty and try to get S ranks in all the missions.

Master Of Orion.

The Marvellous Miss Take is a stealth game of sorts with stages that make for nice bite-size play sessions: each stage is a museum with (according to all my experience in the game so far) two floors, and you must swipe the requisite valuables from the ground floor, escape to the next floor, then do the same there and escape to pass the level.

A successful playthrough of the roguelike Dungeon Crawl: Stone Soup will take a bit longer than you might like to play in one session, but you can save and quit at short notice, and there are tons of race/background[a.k.a. class]/deity/weapon loadout combinations to play with, so you'll hardly even mind starting over after you inevitably die doing something stupid. It is also easily the most accessible true roguelike that I've played in years.

Also, I'd say that, thanks to its sandboxy nature, Terraria can work pretty well for short play sessions, too -- it loads fairly quickly (depending on the size of the world, of course), saves & quits pretty quickly, and you can get a surprising amount done in just 20 or 30 minutes, if have a particular goal in mind for that play session and you focus on it. (Then again, the best-laid plans can be dashed by a Blood Moon or any kind of invasion or other dangerous event. ;) )

<span class="bold">Spelunky</span>, but it's not an easy game.