When it comes to this answer, I realistically take into account things like age, accessibility, interests, and who I could see Klonoa relying on the most, emotionally. Unless Lolo leaves the temple and takes on a life of adventure, I don't see them having the kind of accessibility with each other to develop their friendship as often. Huepow is a prince so unless he's got a plethora of other siblings, he's only going to be able to be around Klonoa but for so long. Also, not only that, I just don't feel like he offers as much as a personality to Klonoa compared to some of the other characters, which may explain why in later games, Namco phased him out and ultimately replaced with Guntz. That's not to say Huepow never does anything, he's a (mostly) reliable friend, who helps reaffirm various aspects to Klonoa's personality. But for Klonoa, I kind of feel like he's the type who would be more appreciative of the friends who challenged his outlook and helped him see things from perspectives he'd previously hadn't so so he could be a better hero.
So I'm going with Guntz. Guntz and Klonoa are partners which means they have more accessibility to each other than most characters would. They're peers, and while they have very different personalities, their values and what they aspire to be aren't so different to the point they can't work. Different outlooks in this relationship offer different perspectives and ideas the other one wouldn't have thought to do. Klonoa is a moral compass to Guntz that he can actually rely on, who (typically) isn't the type to spout self righteous rhetoric without backing it up. But For Klonoa, Guntz is the type who makes calls that he's too afraid or naive to make for himself. Klonoa seems pure, but I kind of feel like that's in part because he sometimes relies on Guntz, who I could easily see doing the dirtier work between the two, to protect him.