Is it possible to create a (depletion mode) MOSFET using only single type of semiconductor?
The answer to your question is yes a single N or P type depletion mode mosfets can be built.  If you do a search on TFT transistors you will find how they are use in LCD displays.  This is from a my solid state devices text book, which is very old;



Usually depletion mode mosfets are built on a substrate of the opposite type of material.  That is because it is easy to do with current fabrication methods.  The substrate is not needed for the opporation of the device.