For first let me introduce what I've already discovered.

I don't know how Yoast calculates the permalink but it's non standard and that fact creates a lot of problems.

There are some filters to force Yoast to use the correct permalink:

add_filter('wpseo_canonical',       array(__CLASS__, 'yoast_change_seo_canonical'), 1, 1 );
add_filter('wpseo_opengraph_url',   array(__CLASS__, 'yoast_change_seo_opengraph_url'), 10);
add_filter('wpseo_schema_article',  array(__CLASS__, 'example_change_article') );
add_filter('yoast_seo_development_mode', '__return_true' ); 

public static function yoast_change_seo_canonical( $canonical )
{
    if ( is_single() )
    {
        return get_permalink();
    }
    else
        return $canonical;
}

public static function yoast_change_seo_opengraph_url( $canonical )
{
    return get_permalink();
}

function example_change_article( $data )
{
    //YoastSEO()->context_memoizer;

    YoastSEO()->meta->for_current_page()->canonical = get_permalink();
    YoastSEO()->meta->for_current_page()->open_graph_url = get_permalink();
}

The last one doesn't work as I would expect.

Any suggestion? I've tried both to change the data in the context / memoizer, but also to use the filters.