How big is the pen (diameter)?
It's VERY tough for some horses to canter in a confined space, and what seems like a confined space to them may not look so to us. Is he worked regularly at the canter? What kind of work is he in? Is he fit? A horse that is unfit, lacks the proper muscling or is unbalanced will find it tough to canter on even a gentle curve.
I'm working with a greenie at the moment who can't make it round the short side of our school in canter on the left rein without bucking because he is unbalanced and it upsets him. He needs a lot more work building him up in walk and trot, getting him flexible, fit and balanced before he can do this, including a lot of work cantering out on hacks in straight lines, slowly bringing in some turns.
It's possible Blu just isn't fit enough for what you're asking. If he's slipping or kicking the sides like you say I doubt it's just because he's lazy.
How old is Blu? Is the problem on both reins, just one, or one more than the other?