I wish I could pick more than one answer.
I consider both Huepow and Lolo to be his best friends, he cares about them and they care about him. It's quite easy to see how Lolo cares for him (I like to think she gets pretty protective of him, but it's hard not to be protective of someone as precious as Klo
) though I feel like people always write off Huepow as a bad person/someone who doesn't care about Klonoa, but just looking at the way he holds onto Klonoa at the end of Door to Phantomile convinced me that he really did care about him. And in Empire of Dreams the two still seem to be on good terms (I still believe that the GBA games happened post Lunatea's Veil) and he even writes to Klonoa and his friends during the Dream Champ Tournament.
I mean, Klonoa is a really friendly, pretty social person, but I think that those two are probably his closest friends, and the ones he hangs around the most, Huepow in the dream world, and Lolo in the waking world. That's it, too, that he does have a different entourage depending on where he travels, so multiple best friends just makes sense.
And yeah, the point in Heroes that you see Guntz really caring for Klonoa is in Severe Spoiler TerritoryTM
but it still always makes me cry and I love it.