Spelunky, The Binding of Isaac, Dead Cells, Rampage Knights, Son of a Witch

All of those take anywhere from 30 to 90 minutes to complete once you get a hang of it.

Dead Cells and The Binding of Isaac are another two fun ones.

You're right, I should've said rogue-lites. Although I can certainly die multiple times in a sitting in roguelikes :)

Spelunky

Enter the Gungeon is a good one that I've played a lot recently.