Gloomhaven I have not played, would love to, but I have heard it works better with a group. I can definitely vouch for Mage Knight being a very good solo game.
One of the things I like about Mage Knight, even if you know how to play it, it can still be tough to win due to luck of the draw and the map. Many other solo games, once you figure out the system you can crank out wins.
Another good solo game is Agricola. Yes, it is like old arcade games in which you try to beat your high score, but it is still very good.
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