There are quite a few questions both on this site and math.SE related to this topic as well as what we mean when we say "natural" or "canonical". For the purposes of this question, I'm going to consider canonical and natural to be synonyms, and use wikipedia's definition of an unnatural isomorphism:
A particular map between particular objects may be called an unnatural isomorphism (or "this isomorphism is not natural") if the map cannot be extended to a natural transformation on the entire category.
From here: https://en.wikipedia.org/wiki/Natural_transformation
There's an excellent question here: https://math.stackexchange.com/q/622589/816960 which raises the issue that it seems to be an artefact of the definition of a natural transformation that there is no canonical isomorphism between $V$ and $V^*$, since the dual functor is contravariant. One of the answers suggests that the only way to resolve this is by showing that every dinatural transformation from the identity functor to the dual functor must be zero.
Personally I feel this doesn't get around the issue, because it seems to require us to redefine a canonical isomorphism between objects in a category as one which can be extended to a nontrivial dinatural transformation, and abandon the definition given above. Otherwise we're still left with a "definition not applicable"-based proof.
Another candidate is given here: https://mathoverflow.net/a/345148/175537 in which we change the definition of the dual functor.
One way to get around this is by working instead with the core groupoid $\mathbf{Vect}_{core}$, consisting of vector spaces and invertible linear transformations, and defining $*:\mathbf{Vect}_{core} \to \mathbf{Vect}_{core}$ to be the functor taking $f:V \to W$ to $(f^{-1})^{\ast}: V^\ast \to W^\ast$, the linear adjoint of its inverse. Then one can ask whether the identity is naturally isomorphic to the covariant dual functor $\ast$. It is not.
But it seems like in both cases, we need a different definition of something to prove the nonexistence of a canonical isomorphism.
My questions are:
Can we prove that any isomorphism between a finite-dimensional vector space and its dual is unnatural using the definition above, without appealing to the fact that the definition of a natural transformation doesn't allow comparisons of covariant functors with contravariant ones?
Since I suspect the answer to the above is "no", does this mean the definition of "unnatural isomorphism" isn't quite right? what is the right definition of "canonical isomorphism" to use in order to do this properly with category-theoretic machinery?