Sci-fi and Heroic Fantasy discussion

Can anyone think of a good setting/worldbuilding but on a small scale. Even smaller than, say, the Expanse (relatively speaking, the solar system is of course large, but not galactic large). Like the TV show Killjoys for example: based around a couple of moons.

Well, just don't pick any space opera? But, if you want to stick with space:

Ian McDonald's Luna trilogy, starting with New Moon.
The Moon and the Other is also pretty fantastic and it's a stand-alone.
Mars books: Red Mars, The Martian
If you're a fan of Firefly: Firefly: Big Damn Hero
Generation ship stuff should work as well: Aurora, Seveneves, Children of Time.
Weird living planet stuff The Stars Are Legion
I think most of space detective story also works: e.g. Asimov's Robot books, start with The Caves of Steel

I'd endorse Silvana's selections.

In the "like the expanse" (i.e., in solar-system) category:

From the classics:

Most or AC Clarke's stuff: A Fall of Moondust 2001: A Space Odyssey, The Fountains of Paradise, Earthlight.

A lot of Heinlein: Podkayne of Mars, The Moon is a Harsh Mistress, Red Planet

More recent:

Also, one of our group reads this year, Saturn Run; and a similar-themed novel from earlier, Pushing Ice.

Most of KSR's stuff, including the aforementioned Red Mars trilogy, plus 2312, Red Moon.

What comes to mind is actually A Wizard of Earthsea by Ursula K. Le Guin not because the world is small but because it's really a story about one guy in a boat gathering up the courage to fight his demons. It wasn't a grand epic fantasy, no gathering a group of misfits to go battle an end of the world villain. I really liked that aspect of this tale. However it's a fantasy and not sure you were interested in that too.

Anne McCaffrey's Pern is SF and all takes place on the colony planet of Pern with almost no awareness of anything beyond the planet.