Well, I use a regular LM7805 for this purpose.
In the meantime I have also tried to feed the MCP2515 from 5V DC adapter that providesd 5,4V when measured. Result is the same: messages starting to appear in canhacker but only a few of them (the exact number varies for each attempt from e.g. 5-50messages) and then stops working.
In the beginning I have experimented with DC/DC stepdown to set the 12V voltage that comes via CAN to 5V (at that time it was like 5,05V) but the result was the same.
However when I plug it into the arduino's 5V output then it works flawlessly!