Stylus: acts like a mouse today, high precision -- show "x"
Kinect: low precision -- don't show "x" (Pretty disingenuous of you to throw this in your list of "concerns")
Mouse with touch: high precision & low precision -- show "x" if the bar is brought up with the mouse, don't show the "x" if the menu is brought up by touch.
The W8 desktop taskbar already implements this differentiating between mouse, pen, and touch currently. When touch is being used it displays the "x" for all thumbnails. The only change required would be to avoid the latter when touch is in use -- you know to avoid accidental closures by Microsoft apologists.
And let's not forget that the W8 desktop taskbar can be oriented vertically on the left or right side of the screen...