We demonstrate how incorporating physics constraints into convolutional neural networks (CNNs) enables learning subgrid-scale (SGS) closures for stable and accurate large-eddy simulations (LES) in the small-data regime (i.e., when the availability of high-quality training data is limited). Using several setups of forced 2D turbulence as the testbeds, we examine the a priori and a posteriori performance of three methods for incorporating physics: 1) data augmentation (DA), 2) CNN with group convolutions (GCNN), and 3) loss functions that enforce a global enstrophy-transfer conservation (EnsCon). While the data-driven closures from physicsagnostic CNNs trained in the big-data regime are accurate and stable, and outperform dynamic Smagorinsky (DSMAG) closures, their performance substantially deteriorate when these CNNs are trained with 40x fewer samples (the small-data regime). An example based on a vortex dipole demonstrates that the physics-agnostic CNN cannot account for never-seen-before samples β² rotational equivariance (symmetry), an important property of the SGS term. This shows a major shortcoming of the physics-agnostic CNN in the small-data regime. We show that CNN with DA and GCNN address this issue and each produce accurate and stable data-driven closures in the small-data regime. Despite its simplicity, DA, which adds appropriately rotated samples to the training set, performs as well or in some cases even better than GCNN, which uses a sophisticated equivariance-preserving architecture. EnsCon, which combines structural modeling with aspect of functional modeling, also produces accurate and stable closures in the small-data regime. Overall, GCNN+EnCon, which combines these two physics constraints, shows the best a posteriori performance in this regime. These results illustrate the power of physics-constrained learning in the small-data regime for accurate and stable LES.