In Cayley graphs on the additive group of a small vector space over GF$(q)$, $q=2,3$, we look for completely regular (CR) codes whose parameters are new in Hamming graphs over the same field. The existence of a CR code in such Cayley graph $G$ implies the existence of a CR code with the same parameters in the corresponding Hamming graph that covers $G$. In such a way, we find several completely regular codes with new parameters in Hamming graphs over GF$(3)$. The most interesting findings are two new CR-$1$ (with covering radius~$1$) codes that are independent sets (such CR are equivalent to optimal orthogonal arrays attaining the Bierbrauer--Friedman bound) and one new CR-$2$. By recursive constructions, every knew CR code induces an infinite sequence of CR codes (in particular, optimal orthogonal arrays if the original code was CR-$1$ and independent). In between, we classify feasible parameters of CR codes in several strongly regular graphs.