Not really. Moves-With-Burning-Grace appears in both, IIRC. http://memory-beta.wikia.com/wiki/Moves-With-Burning-Grace
IIRC, at one point in Burning Dreams, Pike lists events from just about every Pike era novel out there, despite them sometimes featuring incompatible versions of the era and crew. Other than Moves-With-Burning-Grace, I don't recall any direct references to the comics, but it has been a long time since I read either.
The story of Pike's father is very different in each story. There's probably a way to reconcile the two, but I forget the details of each interpretation. Or you could just ignore that issue of Early Voyages.
^Actually it's a 2-parter. And there's a reference to Pike's father in an earlier issue, but it's a minor enough part of the story that it doesn't constitute a major discrepancy.
It might help to rewatch "The Cage" since Burning Dreams ties into every snippet of backstory Pike gives. I don't remember what other aliens may have been in the story.
"Personal canon" is an oxymoron, as individuals can't define canon, which is an officially accepted body of work. I'd recommend "personal continuity" instead. (/grammar nazi)