>Building a world with its own set of rules and history and what not turns out to be very fascinating. ... The length of the stories make proof-reading ridiculously hard.
Sometimes I wonder if writing more short stories would be like playing 9x9 Go games for new authors. It won't exercise the big structural challenges, and it comes with its own challenges, but it does practice a lot of this in a much more digestable size.
As far as world building goes, I think GRRM/Rothfuss/Sanderson style "world building through epic scales of structures and systems kept consistent" is overrated and maybe even Considered Harmful if you look at what it's done to my first two examples. By contrast, Borges does more world building with the ontological tricks in his <20 page short stories than it feels like Rothfuss ever did, in much the same way Tolkien did it with similar tricks. For example, treating himself as a mere translator and even doing some philologist tricks like telling you he's simplifying some names into English (Sam's real name? "Banazîr"), and withholding more information rather than dumping it on you, means that his stories feel like recovered translated works from a world just as real as ours and that's why people still devour The Silmarillion just to get more of a look into it.
Borges would do similar in his short stories, even embracing a little bit of inaccuracies in the (fictional) narrator's account of some events, then hitting you with a surprise endnote at the end of the story with scholia about the provenance of the story given that narrator's mistakes.
Wolfe was famous for it too. Embrace some of the challenge of getting the details right and if you frame it right, it makes it more human and more "real".