Insect-scale micro-aerial vehicles, especially, lightweight, flapping-wing robots, are becoming increasingly important for safe motion sensing in spatially constrained environments such as living spaces. However, yaw control using flapping wings is fundamentally more difficult than using rotating wings. In this study, an insect-scale, tailless robot with four paired tilted flapping wings (weighing 1.52 g) to enable yaw control was fabricated. It benefits from the simplicity of a directly driven wing actuator with no transmission and a lift control signal; however, it still has an offset in the lift force. Therefore, an adaptive controller was designed to alleviate the offset. Numerical experiments confirm that the proposed controller outperforms the linear quadratic integral controller. Finally, in a tethered and controlled demonstration flight, the yaw drift was suppressed by the wing-tilting arrangement and the proposed controller. The simple structure drive system demonstrates the potential for future controlled flights of battery-powered, tailless, flapping-wing robots weighing less than 10 grams.