RPG is my top favorite, especially the ones where you have an open world and exploration and puzzles are a big part. However, I share your opinion about Zelda, it's just too slow. Bloodbourne, Nioh and the dark souls series definately are my favorite of all times. There is not really an open world but exploration gets you rewarded and, as you mentioned before, it's very satisfying when you actually make progress. The difficulty level teaches you a lot as well, don't be greedy and have some patience.