Since I started writing and publishing my short stories and even my novels which I've completed in parts on here over the years, I've always gone with a Pantser style. Which is often times referred to as Discovery Writing, and people who use this method are sometimes known as Gardeners.
A famous Gardener style writer would be George R. R Martin; while watching a video years ago about him as an author, I first heard the terms Gardener, and Pantser and then fell down a bit of a rabbit hole about their process.
I found that it's the same approach I naturally took when I first go into writing, and it has always kind of worked for me.

My Method
Usually, something hits me like a particular scene. I could be laying in bed about to go to sleep, or I could be making a cup of coffee and a bit of dialog would hit me and I'd instantly write it down, just to have the thought captured until I get a chance to sit at a computer.
I'd then work backwards from that scene to begin the story, and during the process of getting there I would discover things about the characters, the world/ setting, and a few other details about their wants/ needs as people. That would then give me an idea of where the story will end.
For short stories, it's far easier to do this, because when it's something with 1 - 6 parts, there aren't too many roads to explore or get lost down. Although, sometimes I do get lost or I enjoy my time with the particular characters and it naturally becomes longer form. Some of my longer short stories/ novellas were created with the intention of them being much smaller.
It's fun, but it comes with issues...
- Sometimes, I can run out of steam, or get lost in a bad way. I find myself at a point where I'm not sure how to continue, so I move on from the idea, only to rediscover (and re-write the majority of it) later on.
- It can be daunting writing a long form piece of work while simultaneously saying to yourself, "I have no idea where I'm going with this."
- This particular method isn't great if you're not taking notes. Side characters, places, and noteworthy points of interest are all things you should keep at hand. Because, if you don't, you'll make continuity errors, or even forget key parts of your characters journey.
I learned to take notes as I go, because then I can come back to a story after a few weeks and jog my memory with everything that has happened so far... Previously on Ecency's The Talking Head.
Change Is Good
I've decided to go with more of a Plotter approach, which is to say that I've taken the first steps towards plotting and outlining my stories so there are clear beats throughout the narrative that I want to hit before reaching the climax.
I do enjoy discovering as I go, and that's actually one of the funnest elements to me as far as writing short stories goes, but I think I'll be able to remain a Pantzer, even if I have to sit down and do all the boring stuff before my first session of actually writing.
One things I'm worried about is getting bogged down in the details during the outline and losing the momentum I had to start writing a particular story in the first place.
About 2 years ago I wrote a Novella, and after a friend went through it and gave me a brilliant critique, I went back to the drawing board and wrote 3 chapters which were so much better than the first draft. This was before my writing hiatus, so I haven't been back to it, but it's that story which I'm plotting and outlining at the moment, and it has been really good.
I've been thinking about elements such as the Theme, Irony, Symbolism, and then even aspects such as the Protagonists and Antagonists needs/ wants. As well as discussing who the characters are to their core, which is great for knowing what they would and wouldn't say, or agree to throughout the story.
Sidenote: Think of it like DnD, a chaotic good character will break the law, but their intention is always to do the right thing. Sort of like stealing bread to feed a hungry peasant. Creating DnD style character sheets for my characters might actually be a really good idea.
Anyway, since filling all of the previously mentioned information in, I'm working on a short summary of everything that takes place as a chapter by chapter play of the entire story. The first draft helped so much in the sense of it gave me an ending, or at least, a potential ending.
I'm going to use this second draft as the testing grounds for my new method of writing, but I'm also going to start using many of these same methods in future short stories, which in a way, should make the entire writing process much easier.
Sending you some Ecency curation votes