Presently you have several choices:
1. Use "recently moved" and remember to check at the bottom for new games where no move has been made yet.
2. Use the Game Status Filter, select "my move" and you'll see only the games you're interested in, all together on one page.
3. Click on either the "x games waiting" link or the knight's-head link and go straight to the next waiting game, no need to use MyGames at all unless you're reviewing the whole list. You can also set your "after move preference" to do this automatically.
You should be able to choose something that works for you from among these options.