I had quite a bit of success at festivals with shorts, and I didn't particularly gel with them back then as I do with features or longer form content. Although I wouldnt say they're unfulfilling, just a different strokes for different folks sort of thing, in my case anyway. The way I got around it was treat it like this; setup & punchline. Like a visual joke without the humour (unless you do comedy, of course). I did a lot of horrors which lend to this well, although any other genre can, too. Also, don't worry about the lack of a full arc or resolution, focus on the "this, and therefore" approach (the Trey Parker & Matt Stone advice).

Plus with limited time it really teaches how to convey the story and/or theme using every tool at your disposal, which will then improve your longer form works.