@ndreas It's a feature on the web version now, too!
@ndreas In Gluon it'll show a speech bubble to the top right of the timeline item (next to the timestamp) if the post in question is a "conversation". It should be on by default, if not you can go to Settings -> Nitpicky, and then in the "Timeline" section you can select "Show conversation icon".
Oh and yes, we added the "no replies" option to Micro.blog now ✌️