OK, I have tried a few custom RSS solutions.
Most of them reduce the size of the title bar, which I don't really like (but it's very much of an aesthetic opinion).
Most of them does not work with all the applications.
But luckily, I've found this one :
Create this file : ~/.config/gtk-3.0/gtk.css
With this content :
headerbar {
margin: 0px;
padding: 0px;
}
headerbar button.titlebutton.close {
min-height: 48px;
min-width: 48px;
margin: 0px;
padding: 0px;
border-radius: 0px;
}
Reboot.
Now, the placing the pointer at the top right corner looks like this :
This square doesn't look as good as the original nice round, but it works for all the applications that I use.
Credit for this solution goes to this page.