Actually, all finite verbally simple groups are exactly the finite characteristically simple groups, which are the groups of the form $G^n$, where $G$ is a finite simple group.
Let’s prove this statement by induction.
It is trivially true for the trivial group.
Now, suppose, $G$ is a non-trivial verbally simple finite group, such that any group with order less then $|G|$ is verbally simple iff it is characteristically simple. Now we only need to prove that $G$ is characteristically simple.
One can notice, that verbal subgroup of $G$ corresponding, to the set of group words $A$ can be equivalently defined, as the minimal normal subgroup $H$, such that $\frac{G}{H}$ belongs to variety, defined by $A$. That results in $G$ being verbally simple, iff $Var(\frac{G}{H}) = Var(G)$ for all proper subgroups $H$ of $G$. Now, suppose $H$ is a maximal proper normal subgroup of $G$. Then $K = \frac{G}{H}$ is simple. So, $G$ being verbally simple results in it being isomorphic to $H \times K$ (proof of this fact can be found here: Does the specific condition on a normal subgroup of a finite group imply that it is a direct factor? v2.0). Now, as $H$ is a direct factor of $G$, $H$ also has to be verbally simple. Thus, because $|H| < |G|$ it is characteristically simple by our supposition. Thus $H \cong A^{n}$ for some finite simple group $A$, and $G \cong A^n \times K$. Moreover, as non-isomorphic finite simple groups generate distinct varieties, and $Var(K) = Var(G) = Var(A)$, we can conclude, that $K \cong A$, which results in $G$ being a characteristically simple group isomorphic to $K^{n+1}$, which completes the proof of the induction step.