Radio galaxies (RGs) are active galactic nuclei (AGN) able to launch relativistic jets, the most energetic phenomena in the Universe, which can have a large impact on galaxy evolution. Current high-sensitivity and high-resolution surveys have shed new light on properties of RGs, particularly in the local Universe (z<0.3) and at low luminosities (<10^24 W/Hz a 1.4 GHz), where the bulk of the AGN population was not much explored in opposition to the well-studied powerful RGs. A large population of compact RGs, named FR0s, which differ from classical FRI/IIs, by lacking large-scale (>10 kpc) jet emission, is emerging from recent studies and is revolutionising our idea of an ordinary RG. These sources show host and nuclear characteristics similar to those of FRI radio galaxies. However, in the radio band, while FR0 and FRI share the same nuclear properties, the kpc-scale diffuse component dominant in FRI is missing in FR0s. High-resolution and high-frequency radio observations of FR0s can probe the parsec-scale region to study their actual capability of launching jets with respect to FRIs. I will present new EVN+eMERLIN (5 GHz) and AMI (15 GHz) observations of a sample of FR0s, which delineate the jet physics of this large population of compact (but not young) RGs.