but I was wondering if it's OK to solder the larger 16MHz can and 2x 22pF cap somewhere and wire in 2 leads directly to pin 9 and 10 of the socket?
Yes that would be fine.
If so, is there a limit to how long the wires can be between the socket and the oscillator can?
Yes their is a theoretical limit, when the inductance of the lead nullifies the capacitors to the extent that the effective capacitance is too low to make it oscillate. However, this depends on a lot of factors not least being the proprieties of the crystal.
I would try and keep it less than 1.5 inches.