Not fantasy, but my 'slow-binge' in 2020 has been all 5 seasons of Chuck. Such a hybrid of genres - its a spy show, but there's also a lot of comedy, romance etc. and in some series there's an over-arching big villain but they still have time to do more stand-alone episodes.
For an actual thriller, I can't recommend Killing Eve highly enough. Just brilliant. The Boys on Amazon is a great, albeit dark, twist on superhero conventions. Another on that platform that is only 6 episodes long is Good Omens: great leads in David Tennant and Michael Sheen, its a Terry Gilliam adaptation so it has its own somewhat unique sense of humour too.