What are the tiny, single-peg, statuette figures from the SHIELD Helicarrier called?
As you say, the figures used in the LEGO Games are called Micro-figures - these appear to be based on LEGO Part 90398 - Minifig Trophy Statuette, while Marcus refers to them as "Tiny Figures" in his video, the press release that is talked about on most of the sites calls them "micro-figures" as well - I guess LEGO can't call them "Nano-Figures" as that would clash with NanoBlocks - and most of the Games are now retired, so they can re-use the term.

Edit to add:

I've just received an email from LEGO promoting the S.H.I.E.L.D. Helicarrier proclaiming the "introduction" of "Microfigures":




  And now, introducing microfigures! Includes Iron Man, Captain America, Hawkeye, Nick Fury, and eight S.H.I.E.L.D. agents!