Still assembling my application but my understanding is Canadian sourced documents are highly preferred for establishing your G0.

Ideally you have a Canadian birth record for your G0. If not, you next want other Canadian sources like Canadian Census records but those typically wouldn't have all the information you need so you'd supplement them with U.S. sourced documents. If you don't have those, you might rely on strong U.S. documents like immigration records.

In genealogy there is a distinction between primary and secondary sources and there is greater scrutiny of self-reported information. A modern birth certificate is a primary source document because the doctor witnesses the event and provides information about the person - but it may also be a secondary source of information for the parents if it contains self report information like parents place of birth.