Can you run Candlekeep Mysteries in Krynn? Will it be too much of a hassle to adapt it? 

One of the things that makes Candlekeep Mysteries great is that, though it is set in Candlekeep in Forgotten Realms, it is, for the most part, setting agnostic in terms of the actual content.  While I have not used it in Krynn, I have shoehorned in one of the adventures into a homebrew and it worked with little adjustment. 

It is worth noting, I have heard mediocre things about running Candlekeep from start to finish as a total adventure--it really was not designed for that purpose and was instead designed for each miniature adventure to be slid into an existing campaign as a side quest or something that a DM could easily use when they need to prepare for a session but do not have time to do their regular preparations.  Where it might fail as a single adventure, it is exceptional when used as designed.  While you could do the entire book in Krynn, you would probably be better off doing a Krynn adventure with a splash of Candlekeep every so often.