Princess Sacrifice is a good game that has a story similar to LonaRPG. It is more like Lord of the Rings/Epic Fantasy compared to LonaRPG's grimdark Warhammer fantasy. Unfortunately, it is not completely translated, but I can give you directions on how to apply the most current patch if you are interested, just send me a PM.
Dungeons&Prisoners is a perpetually unfinished game which is very similar to LonaRPG. Unfortunately it will never be finished.
Corrupt Garden - Vore Predation is a game about a girl who has been created by an evil corporation to feed little girls to her tentacle monster pokemon for rich fucks' amusement. PM me for a link.
If you just want one and done links for this site, then searching "Barony Sengia" should get you some games that you would like. Evening Starter isn't so much what you're looking for in terms of gameplay, but in terms of story, it's a modern day lovecraftian gritty noir detective game and their other games: Magician of the Olecta Desert and Escape from Fortress Lugohm are much more like what you're looking for: open-ended RPGs with dark, survival underdog undertones.
Otherwise, consider searching "Yukari." Knight and Princess, Thief and Princess, Thief and Troll are games styled in the CYOA of old. Many bad ends and extremely punishing gameplay like we're used to.
You might also want to consider
Black Souls and
Black Souls 2. I thought it was available here, but maybe not. As always, PM me if you need a link.
If nothing else you should play Black Souls. Everyone should play Black Souls for themselves, if nothing else. I recommend going into Black Souls blind. You owe it to yourself to play this masterpiece blind if for no other reason than it is amazing, and you will never again be able to experience it a second time for the first time.