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We have investigated the thermal cycling properties of critical and return currents in Bi2Sr2CaCu2Ox (Bi-2212) stacks. The stacks with an area of 30 times 40 mum2 were fabricated by self-planarizing process. The samples were coated by overlying layers of SiO2 and AZ-5206E photoresist. The current-voltage characteristics of the stacks exhibited large hysteresis and multiple branches, which can be explained by a series connection of highly capacitive Josephson junctions. The observed temperature dependence of critical current IC(T) at low temperatures was found to agree with Ambegaokar and Baratoff (AB) relation. The return current Ir(T) stayed almost constant up to about 40 K, but at higher temperatures the Ir(T) gradually increased with increasing temperature and fell on the AB line for all stacks. No apparent degradation of the critical and return currents was observed during repeated thermal cycling (up to 100 cycles) between 300 K and 77 K. This suggests that the Bi-2212 stacks fabricated by the self-planarizing process have sufficient stability for thermal cycling.