In this paper, we investigate the switching behavior of nano-thick microscale Pd/Hf/HfO₂-10 nm/Pd memristors. Several key electrical characteristics such as the forming voltage and the SET/RESET I[sbnd]V parameters are studied as a function of the device size, the hafnium-capping thickness and the environmental temperature. The fabricated stack exhibits a unipolar switching behavior that is characteristic of two interfacial oxide and buffer layers consisting of the same transition metal. The average forming voltage value decreases oppositely to the microscale device area while it increases with the Hf-capping layer thickness. The unipolar memristive switching behavior is found to be polarity-dependent due to diverse contributions of the top Hf-buffer layer and the bottom Pd electrode to the switching mechanism. Joule heating effects involving thermophoresis and diffusion are concluded to be predominantly governing the ON/OFF switching events in the positive polarity. Synergistic electric field effects are found to additionally control the unipolar switching behavior in the negative mode. The respective key roles of the top Hf-buffer layer and the bottom Pd electrode in the asymmetric unipolar memristive switching are elucidated at the molecular level according to well-established transport phenomena reported for oxygen vacancies. Given the importance of heat in controlling the conductance state of the proposed stack, the memristor's electrical sensitivity to changes in the ambient temperature is preliminarily investigated for potential temperature sensing applications.