"The emperor's soul" is a pretty good one. no worldwide stakes. cool magic system. not exploration themed. short, but excellent.
"Elantris" has some worldwide (or at least, society-wide) stakes, but no world-ending stuff. also, cool magic system. characters discovering what's happening with that.
"The Riyria Revelations" is a bit of good-natured skulldeggery as gotten up to by a couple of friends wandering about and thieving as honestly as can be.
Also, "The Lies of Locke Lamora", which is a bit more gritty and not always so good-natured, but has some nice thievery.
oh geez, i almost forgot:
"The Farseer Trilogy", and associated other books in that world. I once heard this described as "none of these are my favorite book, but this is my favorite series." this is extremely cozy, imo. there are societal-level stakes, but it's not end-of-the-world stuff.