Enter the Gungeon is a nice little dungeon crawler/bullet hell game. Also on other platforms, so you might already have played it there. Basically, dive down into a dungeon and shoot living bullets and endbosses, then die, then repeat, until you're good enough and lucky enough to unlock more characters/watch the endings/find the hidden shortcuts/etc. Pretty good stuff, highly polished.
In the same vein, but smaller in scope: Neurovoider. Nice OST, but it's a two people indie game, meaning content (bosses, equipment, levels) is far more limited than EtG. Notable for the up-to-four-people-on-one-console multiplayer mode and the daily randomized speedrun/score online leagues. There's also a bones file like mechanic where you encounter your old character from a previous playthrough, which can get dicey depending on weapon loadout (you might die to a shot from offscreen). Yes, it's a small game, but what's there is mostly solid and fun.
Fairune collection: Unless you've played this on the 3DS, you might get to like it. It's another decidedly Indie game. Kind of an RPG with incredibly shallow RPG mechanics, it's mostly an exploration game. Support for speedrunning, cheevos, online rankings. Four games in one. There's also some shoot'em'up sequences/games.
In case you liked Fairune, also try Kamiko. This one's more of an action game and less of a puzzler, but nonetheless worth a go if only for the low asking price.
Seconding Bloodstained, although the faked NES assets are a bit painful on the eyes and ears, at times. It's really high time Inti gets on the SNES bandwagon. Otherwise, no complaints. Oodles of content, plenty of fun. Castlevania.
Also seconding the Steamworld games. Quality stuff.
And Golf Story. Can't go wrong with that.
And yes, give DQ Builders, Mario&Rabbids and Hyrule Warriors a spin. And while we're at it, The Mummy Demastered is pretty dang nice as well. Those may not be indie games, but certainly worth a try nonetheless. If you can stomach the uguu, also try Xenoblade Chronicles 2.
If you're up for some pixel hunting (kind of), give "OPUS - the day we found earth" a go. It's really well presented, and the pixel hunting is never really random: You'll always know where to look for the relevant stars, it's never annoying, more of a pacing mechanism to keep you involved with the story. Which is about a robot and an AI trying to find the way back to earth. Zero action, some feels, moving soundtrack, nicely packaged game.
Cat's Quest. It's a mobile game with the IAP's stripped out, or so it feels like. Low level Action RPG stuff, but fun enough with a smooth artstyle. B tier stuff in case you find it on sale.
Ironcast... is really a matter of preference. It's a tactical vs-CPU match-X game with a steampunk mech skin, packaged into an FTL like dungeon crawler setup. A kickstarter project. Presentation is acceptable, but loading screens get in the way and the touch/button UI is kinda balls. Nonetheless a solid game for a while.
Also, grab the free Pinball games. There's probably three or four of them by now. Loads of DLC and only one free table each, but I find them a nice distraction in between the other games.