Is The Missing Pieces canon?

I just started watching it a few minutes ago, and I had this thought - are the events of the Missing Pieces considered part of the overall TP story? Did they "happen?" Usually, if I'm watching outtakes, I think of them as things that were removed from the storyline and did not occur; however, looking at a few past posts here about the Missing Pieces, there are comments saying that it provides additional information about characters and events in TP. And it was released as a standalone thing, not just DVD extras, right?

So, to what extent do you consider The Missing Pieces "real?"