I built a pile of gliders about 10 years ago that had no vertical stabilizer. They looked a lot like today's zagi design.

Take 2 pieces of 1/16 balsa 3" x 6". Cut the ends at a 30 degree angle, and taper them to 1 1/2" at the tip. Score each wing with a sharp x-acto knife from the trailing edge at the root to the leading egde at the tip. Shim this scored area up 1/16", and lock it in place with thin CA. Remember to make a left and a right wing.
Stick the two wings together along the root line and shim one wingtip up 1" for dihedral. GLue.
glue 2 #10 washers at the leading edge of the root seam for balance.
Make a little hook from scrap balsa 3/8 x 3/16 x 1/8" thick (two layers of 1/16" scrap) triangular and glue it under the leading edge.

It helps to buff the wing smooth with a coupla' passes with a fine sanding block, and round the leading edge while you're sanding.

Put two #56 rubber bands strung together on a pencil, hook in the plane, and catapult launch. Bank it 45 degrees to launch and it will spiral climb. Otherwise it may just loop and hit you in the back of the head.

With the dihedral and the sweep of the wing, it will have stability.

I rubberbanded a pile of these on a trainer, took 'em up high, and released 'em all at once. GReat fun. SOmebody thought parts had fallen off my plane.

With the proper airfoil, I don't know why you could not make a successful r/c thermal glider this way.