Is there a way to display an 'All' link following the alphabetic glossary with Views 7.x-3.x?
Altering views-views-summary-unformatted.tpl.php is certainly the way forward. Don't be lazy and use the header if you can't get the template file to register initially, it's worth it in the end. That way you can add --view_name on the end and target all displays without having to copy bits of code around, or symlink the file to target another view or specific display so that you don't have to edit twice.

As I mention in the post we both linked to, the HTML doesn't validate if you use any exposed filters but it's fixable with regex.

The post has recently been updated; there is a version for 7 that includes 0-9 and ALL which works as described, if that answers your question?

Additionally you refer to the glossary as a filter but it is actually an argument selector. On my site I have it working with two taxonomy filters.