Should I list my papers which are published in less known journals in my CV?
PhD admission committees look for evidence of your ability to successfully complete the PhD program. Published papers can be a big hint that the answer is "yes".

Unless it can be argued that the journal is a predatory one, I would suggest mentioning the published paper in your application if you think that the paper is of good quality. Even when the journal is not so well known (but has good standards), it shows that you can perform the type of work expected from you if they choose to accept you.