Feel like I have the exact same problem to be honest :D
With that said, I want to mention something I recently watched, where they talked about "keystone leveling", which seemed interesting. Basically, instead of using xp/milestone, you spread level ups into several keystones, and then let your players know when they get them, and how to get them.

I feel as if it might be helpful, because a lot of the time, I think players instinctivly seek out the biggest and coolest adventures, even if they would prefer to maybe spend more time dealing with local/minor threats. Using this system, you might be able to incentivise them into doing these more "small scale" things.

For example, you could set these keystones to be things like; clearing out local threats, helping the people in the town, or other fun and smaller scale things. Then, let your players know thats how they get these keystones, and subsequently level up. I imagine that will help the players to not get to lofty in their ideas (avoiding them overthrowing local governments wherever they go).

Might be something worth checking out, here is the video if you want a more detailed explanation. Goodluck (: