The recent discovery of tunable Dzyaloshinskii-Moriya interactions in layered magnetic materials with perpendicular magnetic anisotropy makes them promising candidates for stabilization and manipulation of skyrmions at elevated temperatures. In this article, we use Monte Carlo simulations to investigate the robustness of skyrmions in these materials against thermal fluctuations and finite-size effects. We find that in confined geometries and at finite temperatures skyrmions are present in a large part of the phase diagram. Moreover, we find that the confined geometry favors the skyrmion over the spiral phase when compared to infinitely large systems. Upon tuning the magnetic field through the skyrmion phase, the system undergoes a cascade of transitions in the magnetic structure through states of different number of skyrmions, elongated and half-skyrmions, and spiral states. We consider how quantum and thermal fluctuations lift the degeneracies that occur at these transitions, and find that states with more skyrmions are typically favored by fluctuations over states with less skyrmions. Finally, we comment on electrical detection of the various phases through the topological and anomalous Hall effects.