Engineering and systems thinking games - Factorio, Dyson Sphere Project
Multitasking and heuristic decision making games - Starcraft, Dota
Physics and mathematics games - Kerbal Space Program
Out of all of these, my favorites to play are probably Dyson Sphere Project and Dota, but for pure mental training I always felt Starcraft was the hardest. Quick decision making and adaptation to the environment always made it feel like it kept me on the edge of my seat mentally. Dota has a team aspect, which can go a long way to helping (or harming) your ability to work as a team.