Would it be possible to use a magnetron beneath glider plane to generate its own thermals?
This would not be feasible.  First of all electromagnetic radiation emitted by magnetrons would heat up the water vapor in the air and not necessarily the air itself.  Molecules must have a dipole for EM heating to work.  Second it is not just the heat, what really creates the lift is the moving air upwards.  If you heat the air underneath the airplane that doesn't mean you will make the air move.  Thermals are typically less effective when close to the ground.  Thirdly, finding thermals on your own is part of the sport.  I think that generating your own thermal would defeat the concept of the sport.  

Also gliders don't have to completely rely on thermals to stay up.  Ridge Lift and Wave Lift can be used in mountainous areas where the lift is generated by a moderate wind slamming perpendicular to a mountain ridge forcing the air up.