A single shuriken with Returning works fine, for all feats, as it's a weapon with Reload 0, and Returning instantly returns the shuriken to your hand after each Strike. You'd technically need to be holding to be considered wielding it, so you couldn't draw it as part of the same action, but so long as you have it in hand you can use these feats.
It seems like Hunted Shot actually only works with a single shuriken, since the feat says you must make the strikes with "the" required weapon, but that's kind of pedantic.