There are lots of stellar-mass black holes that are much closer to the Solar System than Sgr A* in the Galactic Center. However, the size of a black hole is proportional to its mass, so these stellar-mass black holes look much smaller than the Galactic Center black hole. Even if we can detect some stellar-mass black holes with the EHT, we would not be able to resolve the emission around them on the scale of their event horizon.
The closest currently known black hole is V616 Monocerotis, 3,000 light-years away, with a mass of 11 times larger than our Sun (Sun’s mass, or Solar mass, is approximately 333,000 times the mass of the Earth). It orbits a K-type star (0.5 Solar masses) with a period of about 8 hours, which causes its light to vary periodically. At double the distance, we have Cygnus X-1 (15 solar masses), orbiting an O-type star (30 Solar masses) with a period of around 6 days.