In short, to improve your ability to remember what you did yesterday or today just start by making a conscious effort to recall it on a daily basis. A simple example would to take some notes about what you did that day each day. e.g. after work keep a log of what happened during they day, lunch meetings, etc, what you did, who said what.
People who seem Naturally good at remembering what they did during they day probably rethink their day over and over without conscious effort.
Reason why
The reason for this is that your brain will capture / allocate resources to what you focus your attention on and over time it gets better at it. Being a software developer your brain probably spends its building the concepts around structures around the existing code and the problem you are trying to solve, not so much the day by day events.
Puzzles
You are absolutely right thinking that the brain training puzzles wont help with your episodic memory because they wont. Those puzzles will improve on specific abilities such as the ability to track multiple objects what ever specific function they are training, but getting that to improve your memory in the day to day is like exercising your arm to improve the strength in your leg.
Exercise
As for physical exercise, it's very important for brain health as highlighted in the below quote from the book The fist 20 minutes
There is no medicine or other intervention that appears to be nearly
as effective as exercise in maintaining or even bumping up a person's
cognitive abilities.
It will improve your overall cognitive ability but may not improve your ability to remember what you did yesterday. For a bit more look here Does exercise increase memory?
Final Note
- What you are talking about is episodic memory (Day to day) not short term memory (Last 10 minutes)
- Practice using it, possibly a daily journal that includes what you ate for lunch, who said what, but not as something introspective
- If anything has changes recently get advice from an expert because there can be many causes to memory issues.