We report small angle X-ray scattering (SAXS) measurements of the skyrmion lattice in two 200~nm thick Cu$_2$OSeO$_3$ lamellae aligned with the applied magnetic field parallel to the out of plane [110] or [100] crystallographic directions. Our measurements show that the equilibrium skyrmion phase in both samples is expanded significantly compared to bulk crystals, existing between approximately 30 and 50~K over a wide region of magnetic field. This skyrmion state is elliptically distorted at low fields for the [110] sample, and symmetric for the [100] sample, possibly due to crystalline anisotropy becoming more important at this sample thickness than it is in bulk samples. Furthermore, we find that a metastable skyrmion state can be observed at low temperature by field cooling through the equilibrium skyrmion pocket in both samples. In contrast to the behavior in bulk samples, the volume fraction of metastable skyrmions does not significantly depend on cooling rate. We show that a possible explanation for this is the change in the lowest temperature of the skyrmion state in this lamellae compared to bulk, without requiring different energetics of the skyrmion state.
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