Virtually everything is canon, and it would be easier to mention the things that aren't. Even all the little fetch quests are part of the WoL's demeanor, and that even most menial and mundane tasks are not beyond their helping hands.

Even if I was to use the Omega raids which do not tie into the MSQ directly, Omega itself has a massive role in the game's lore, and affiliation with the characters within the MSQ. But the whole 'tournament' and eventually owning the robot? That's what the WoL does when they are told to go and rest for a while. The MSQ stops acknowledging Omega, but all those events still happened.

So yeah, like 99% canon. Including the oil rubdown you gave Godbert, which he will never let you forget.