The key differences are two fold:
(1) Mass use of the canonical tag and
(2) Canonical tag pointing to itself.
How does each engine differ?
(1) Google doesn't care if you use the canonical tag on hundreds or thousands of pages, where Bing says they will trust the tag less if you do.
(2) Google doesn't care if you link a canonical tag to the same page (i.e. a redirect back to the redirect), but Bing does and says don't do it.
Nick quotes Bing's Duane who wrote, "the rel=canonical is that it was never intended to appear across large numbers of pages" and "Its best to leave them [canonical tags] blank rather than point them at themselves."
Nick then quotes Google's Cutts and Ohye who say, "it doesn’t hurt to have this on every page of your site," and "it's absolutely okay to have a self-referential rel="canonical". "
These are very interesting distinctions between Bing.