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Great article on a closely related topic at SearchEngineLand last week: http://searchengineland.com/understanding-ranking-lag-time-for-new-links-110518

I'd honestly leave it alone. I've never seen a preventive canonical (even if unnecessary) cause problems. As you expand the site, it could help prevent future problems, implemented correctly. In terms of SEOmoz, I wouldn't worry about the notice - it's just a notice, which we put even below a warning. We're evaluating how to assess canonical for future versions of the software, because it is confusing to people.