Frame Stories Challenge - Produce ten stories using the literary device of framing. Essentailly stories about stories.
Stories Within Stories Challenge Exactly what it sounds like, work through twenty prompts using the format of fitting X amount of tales within a story. This doesn't have to be a story about stories.
Anthology Challenge A collaborative challenge. Work with other writers to create a group of stories with a common theme and/or canon. Format can be either a collection of short stories or a collection of stories within a framing narrative.