Spelunky is an open-source procedurally generated 2D roguelike platformer that costs $14.99.
Co-op: 2-4 local co-op, shared screen.
The gameplay consists of randomly generated worlds where the player is tasked with exploring without dying, of which will happen quite often due to the roguelike mechanics of the game.
Pro Roguelike origins allow for quick sessions
Being that Spelunky is at its heart a roguelike the gameplay sessions can tend to be quick as the player will die quite often. This makes for something that can be played in quick bursts throughout the day. the convenient saving also lends to this as a game that is still ongoing can be quickly saved in order to be picked up at a later time.