My common rule towards fourth-walling is that characters could know of a canon and even love it, but not show the darker, more personal aspects. Maybe the canon is but a dramatization of events for other characters.

I think of it like one of those Based On A Real Story movies and series, with the obvious catch that it's a heavy dramatization and glorification of events; whereas if the character actually talks to the person of said canon, they'd know the truth, the changes in details, and so on.

That said, it's a bit hard to write. My canon-consuming char is polite about those things and I likewise ask for permission before doing any sort of canon-puncturing, but I have to balance between my character being massively knowledgeable about a work of fiction, and vital facts about a canon being obfuscated so they have little idea about a character.

One case I remember happening, that seemed to work really well, was of a canon character inviting friends to watch their "official" canon together, and it spawned a lot of great threads of people commenting on it. Both the "dramatized" events, as well as the effects and the like.