These shorts were probably airing sometime between 2005-2015. They would play during the commercials, I believe on Cartoon Network. The premise (if I recall correctly) was that a blue alien was trying to make his way back into space. Each short would have him in a different time period, trying to do something that would help this goal. The only specific plot I remember was the one where he was in a Greek labyrinth, and he encountered a minotaur. This short involved him using a golden ball of yarn, and the minotaur just smashing its way through the walls to give the alien an escape.

The gimmick of the shorts was that the alien would die multiple times in a single short (the number five comes to my mind, but I don't remember if this was an actual limit he had or just how many times he happened to die on average). After every death, the short would rewind to the last moment he could prevent his death, and he would avoid it with the knowledge of his previous death. For example, and I'm just making this up, the alien enters a room and sets off a trip wire, that activates a trap that kills him. Time rewinds, and we see the alien enter the room again, but carefully avoids the trip wire. This usually results in him dying some other way, and lather rinse repeat.

Here's the best recreation I could make of the alien. The light blue mussle might not have been there, but I'm confident he had no defined feet, non-red blood, and antenna. I think there was also no outlines.

The alien (and I think the people he encountered) never spoke, they just made those sort of grunts that cartoons tend to make. Like Scrat from Ice Age.

This is all I remember right now. If anyone else recognises what I'm talking about, it would be very appreciated!