A couple of weeks ago I got up the courage to ask at my gym if thongs were allowed in the pool and spa area. It was kind of funny. It was obvious by the way they verbally stumbled over each other (there were 3 behind the desk) that they had never been asked about that. They finally agreed that as long as wasn’t naked it didn’t matter. (Naked would be fun, but I took that as a win.)
So far there have been no complaints to me or to the staff, that I know of. I think what may have helped others to accept this and me to be less self-conscious is that over about 2 years my swimwear has gotten skimpier and skimpier: first Speedos, then Speedos with less coverage on the sides, then bikinis, then what were more or less string bikinis, and finally the thong! I think by this time people would have been surprised to ever see me in anything modest. Maybe this will help others who want to break the ice on thongs. (You may want to check at the desk before the final step. VASAs probably have their own individual policies.)