All true.
Using something other than a PIO cap would probably make life easier, as they're generally pretty large. PIO (paper in oil) is simply a
dielectric material used in some capacitor designs to increase their working voltage. Different dialectric materials are used for that and/or to allow for different physical size/configuration. The capacitance of a given component can (and usually will) also change depending on that material and it's thickness, but is whatever the device is designed to have. That means if a cap is designed to have .022 µF of capacity, it doesn't matter how it's constructed or if its dielectric is air, mylar, polyester, polyamide, polypropylene, tantalum, ceramic, paper in oil, etc. It's still .022 µF.
Caps don't have a "sound" or "tone", no matter what the kids at the local Guitars 'R' Us will tell you. Apparently, the thinking is "higher cost = better performance", but that's simply not true in this application. Some are simply more or less expensive due to the materials and packaging involved, with PIO parts being at the top end of the scale due to the oil-tight packaging requirement. But, oil is a good dielectric, which is why you may have noticed that ducks never get hit by lightning and can sit on power lines without injury. Due to their OIF (Oil In Feather) construction, ducks are non-conductive, except at very high voltages. They also taste good and are high in protein.
Be that as it may, the behavior of a cap in a guitar circuit is 100% dependent on
capacitive reactance, end of story. Has nothing to do with working voltage. So, if anyone claims to have heard a difference between two different caps, what they heard was a difference in capacitance. Caps are notoriously sloppy devices, with tolerances that can range as wide as 20%. That means a .022µF part can range from .018µF to .026µF, which is certainly audible in a high-pass filter.
Long story short, use those little ceramic caps in guitar circuits. They're small and inexpensive and work as well in that application as the most expensive PIO part you can buy.