You might want to look specifically at rogue ‘lites’ which tend to have some form of upgrade system outside of the main gameplay loop. In Hades for example, you pick up certain items during a run which you can use to upgrade your character after you die. Other ones that spring to mind are Dead Cells, Slay the Spire, Monster Train and Rogue Legacy. All of these have generally quite short sessions and each run lets you improve your character for subsequent runs.