Thrown weapons are supposed to be subpar because ranged attacks are very powerful due to being one-sided. They shouldn't be as good as melee ever.
I do like upgrading the boomerang. I'll use the Troll Blacksmith to combine two of them, and then spend one upgrade scroll on it. Then it basically has unlimited uses. It's really fun to get two free hits on distant enemies. You can even bait them into getting hit in the back of the head by the return.
I think having an upgrade scroll permanently give all thrown weapons of one type an upgrade would be fun, but also probably too good. It might be better to have an NPC offer to train you how to better use a certain thrown weapon. Maybe as a quest reward. Maybe for a high fee. And then all ones of that type would be +1. If the fee were fair, don't limit it to just one type per run. But if this training is too early, you won't be able to use it on higher tier thrown weapons. If it's too late, you wouldn't get to use it as much. Maybe somewhere around dungeon level 15.