I tried experimenting with the paper boomerangs a bit.  I attached string at both ends to see what would happen.  The string is too heavy for the paper so it doesn't work.

I tried out one of the plaster and some of the wax boomerangs.  I partly guessed they wouldn't return.  They seem to glide alright but because of the unusual materials they're made from, they don't come back.

This is the aftermath of throwing them!