Set piece advice

I'm a new DM running a game for new players. I decided to open with them escaping prison cells, and everyone had so much fun- they were creative and cooperative in all the best ways. They didn't even do any combat that session, just solved their problems in really interesting ways. Since then, I haven't been able to recapture that magic, and I think it's that I'm building scenarios that are too simple (do this, that leads to fighting this enemy, you get this reward) rather than just setting up these sandbox environments like the prison sequence (throw them in a cell, let them figure it out from there). I have another one written for breaking into a castle in a similar vein, but I'm running out of set pieces with fun intuitive restrictions that still have a clear goal. If anyone has suggestions for environments that their players have enjoyed like that or writing tips in general that'd be great.