Strength, ability to withstand the G forces of turning. Secondly, having a stall Angle of Attack as high as possible.
A low aspect ratio wing with a very thick airfoil is a good candidate, such as the ones designed by Hugo Junkers and seen on Fokker planes of 100 years ago. These work very well for slow, turning flight.
Another candidate would be the delta. Strong and easy to construct, deltas offer a very high stalling AOA, making them very good at turning tightly.
Deltas have more drag for a given amount lift than a straight wing, so the first candidate will stay in the air for a greater amount of time, the second may give a thinner helix.
Good reading articles can be found in Air and Space magazine: "What the Red Baron never knew" and "The Perfect Airplane Wing".