The canonicity (if it's not a word - it is now!) of the RPG books are... complicated.
In my mind, we have to chop them up in a couple of parts.
First, YS.
I'd go out on a limb and say No. Relatively Canon-fitting, but not canon. If nothing else because the Billy writing the book is clued in to a degree at least an order of magnitude higher than canon Billy becomes in TC, which is later in the timeline than YS. He has also never been shown Bob, and I doubt Harry would. So all the little quips, the explanations of how things work, etc may or may not be specifically JB approved.
My verdict: Non-canonical.
Second, OW.
This gets a lot more complicated.
The short story, "AAAA Wizardry", is straight up written by JB. Ergo, just as much canon as the other short stories.*
Ch 1-3: Old World Order, What Goes Bump and Who's Who. These (or parts of them at least) are used as reference material by JB when he's writing the novels. He has stated as much in several interviews. This puts them in a sort of semi-canonical state in my mind, since JB clearly considers them good enough to inform his own work.
Ch 4: Occult Chicago. Since I don't know much about Chicago, I don't know, but I get the feeling that this is actually a lot more Real World RPG'd than Dresden Canon.
And as with YS - the various IC quips? Non-canonical on the same grounds as YS.
My verdict: Mixed bag.
Third, PP.
This may need separation like OW did, but on the whole, I think this is back solidly into non-canon.
I don't know if JB uses the updated Who's Who like he does the original from OW, but that is probably the most canonical in the book.
The five "locales" are probably not to be considered canon, given that some of them takes approaches that are... Not contradictory, but... A bit odd in relation to the novels. The immense spread of magical ability of some sort in the Neverglades, the exchanges between Eben and Simon in the Russian Revolution chapter**, etc.
My verdict: Non-canonical.
* I am almost 100% certain that this is the full extent of what JB has written specifically for the RPG. I'm completely uninformed on how writing credits work, but a quick flip through YS showed at least one case of exact quoting from the books, and not specifically as a quote - there's a phone-book ad with the full text just as in the novels. I'd think that'd be enough for a writing credit in YS.
** I can't recall any WC prohibition against political involvement. The Council as a body does not take sides, but I haven't seen any problems with individual members being involved; as long as they don't break any laws and clean up their own mess, I don't see the Council intervening. On a lower level, but the same principle, individuals fight wars on whatever side they feel loyalty to - Morgan fought for the UK in WWI, while Eben, Langtry and presumably LtW were all active in the French and Indian War. The strongest indicator of a prohibition that I can recall is LtW's non-involvement when his tribe was killed.