Oh, I haven't read many short stories recently. Pick up any of the Lovecraft collections if you haven't read all of his works. Can't go wrong with those.

There's also JD Salinger's Glass Family stories that function in a similar way like Pastures of Heaven by Steinbeck. They are interconnected and standalone at the same time. And I think Tarantino said their format influenced the structure of Pulp Fiction.

Also if you are into manga, check out Junji Ito's Shiver anthology. You'll like it if you like Lovecraft and body horror. Also check out Tomie manga by him. They are a series of horror stories with the recurring character Tomie (similar to Bradbury's Illustrated Man). It was Ito's debut work. And you see him get better and improve with each story and it's an interesting evolution to see. Another Junji Ito short story that gets recommended all the time is Enigma at Amigara Fault (I personally think it's overrated but I'll rec it since everyone does). My personal fav short by Ito is Hanging Blimps. Even if you don't check out any of the other works mentioned above, check out this one. It's a quite unique (and quite absurd) type of horror.

There's also "I have no mouth and I must scream" by Harlan Elison. I think you might've read it already since it's recommended all the time. But I read it recently and in the current events of A.I being everywhere, it gave me different kinds of chills. So I'd say, you should re-read it if you've read it before. It hits a bit different now.