How can I improve the look of an arrowhead at the end of a small-radius arc?

TikZ 3.0.0 provides a bending library for arrow tips placed on non-straight paths (see 16.3.8 Bending and Flexing on pgfmanual).

Loading the library makes flex=1 the default choice, but sometimes it worth to use custom values:

\documentclass[tikz,border=3pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{arrows.meta,bending}

\begin{document}
\begin{tikzpicture}[>=stealth]
\draw[->] (0,0) arc (00:290:.15cm); % <= default flex=1
\end{tikzpicture}

\begin{tikzpicture}[>=stealth]
\draw[-{>[flex=0.75]}] (0,0) arc (00:290:.15cm); % <= custom flex, better output
\end{tikzpicture}

\end{document}

Output with flex=1:

Output with flex=0.75:

You can add a small unseen straight line at the end - to correct the arrow direction. You can use the shorten option. Like this:

\documentclass{article}        
\usepackage{tikz}
\usetikzlibrary{arrows}

\begin{document}
\begin{tikzpicture}[>=stealth]
  \draw[->, shorten >=-1pt] (0,0) arc (00:290:.15cm);
\end{tikzpicture}
\end{document}

Edit: This answer was written before I knew about Bending and Flexing in the pgfmanual 16.3.8 that is specific for this purpose. See answer by @Claudio Fiandrino.