example.tex

\begin{figure}[H]
\centering
\begin{tikzpicture}[
    MyStyle/.style={draw, minimum width=2em, minimum height=2em, outer sep=0pt, node distance = 0.01cm },
  ]
\matrix (A) [matrix of math nodes, nodes = {draw,align=center}, nodes={MyStyle, anchor=center, }, column sep=-\pgflinewidth]
{10\\ 10 & 20\\ 20 & 33\\ 15 \\};
\begin{scope}[-{Stealth[length = 5.0pt]}]    
\end{scope}
\end{tikzpicture}
\end{figure}

I was hoping to get something like:
|10 | 20 | 33|
|10 | 20 | 15 |

\documentclass[a4paper]{article}    
\usepackage{tikz}
\usetikzlibrary{matrix}
\begin{document}
\begin{tikzpicture}[
    MyStyle/.style={draw, minimum width=2em, minimum height=2em, outer sep=0pt, node distance = 0.01cm },
  ]
\matrix (A) [
   matrix of nodes, % removed math
   nodes = {
    draw,
    text width=5mm, % added
    align=center,
    MyStyle,
    anchor=center
  },
  column sep=-\pgflinewidth
]
{ {10\\ 10} & {20\\ 20} & {33\\ 15} \\};
\end{tikzpicture}
\end{document}