Do I need a flight booked out of Thailand before returning from Vietnam with a New Zealand passport?

Whether you need proof of onward travel is more an AIR CARRIER requirement than anything else.

It is more likely you will have issues checking in for your flight to thailand without a valid visa and without onward travel booked within the days you'll be stamped in for (30)

It is unlikely that passport control here on the ground will say a word to you about no onward travel when you stamp in if the airline lets you on the plane.

CHECK with the air carrier you're using from Vietnam, if they say you can fly without onward travel entering thailand without a valid visa (visa exempt/free entry) you'll be fine once you land here

Why not going the nice way and apply before travel for the Multiple Entry Tourist Visa?

I am letting this on (even though it's NOT visa related) and I'm closing the comments, this isn't gonna turn into a "this airlines does or doesn't require onward travel flying visa exempt" thread.