Loads of MSX-games have been released during the last 10 years, in particular thanks to MSXdev. Although I hardly played a quarter of those, I do know which games are my favorites. I prefer games which are easy to get into but difficult to master/finish. I never really liked (j)RPGs, to be honest.
Two games of the 4th MSX-decade stand above the rest for me: Ghost by Unepic_fran, released in 2017 and Night Knight by Usenet, released in 2019. I have to admit I'm not playing the MSX-version of Ghost though, but its Steam release Mini Ghost (which may be easier as the MSX-version lacks the hospital and the map IIRC). I still have to finish this game, after not playing it for a year because I couldn't get past the first boss. Yesterday I could.