I have a "What is the right search term?" style question:
Suppose $S\subset\mathbb{R}^3$ is a surface and that we are given two points $x,y\in S$. Furthermore, take $v_x\in T_x S$ to be a tangent vector at $x$.
Is there a canonical notion of parallel transport that gives a vector $v_y\in T_y S$ "corresponding to" $v_x\in T_x S$ without choosing a path from $x$ to $y$?
That is, I want a way to make tangent spaces at $x,y\in S$ "talk to each other" without necessarily choosing a path between them (or at least having a good justification for the path I choose).
Of course, we could do something like consider parallel transport along the geodesic from $x$ to $y$. But it seems like this could have regularity issues at the cut locus. I'm hoping that there is some classical, well-studied construction that I failed to notice/find. The Sasaki metric on the tangent bundle seems relevant, but I will admit I had trouble following the literature in this area.
It's risky to give a blanket negative answer to so open-ended a question (particularly, one in which "canonical" is undefined), but with minor qualifications the answer appears to be "no". Here are a few easy observations, a bit too long for a comment:
If for all $x$ and $y$ in $S$, there is a canonical parallel transport between $T_{x}S$ and $T_{y}S$, then (unless the definition of canonical permits the parallel transport of a frame to be discontinuous) $TS$ is topologically trivial.
If $S$ is compact, then for some $x$ and $y$ in $S$, there exist geodesics $\gamma_{1}$ and $\gamma_{2}$ of equal length between $x$ and $y$ along which parallel transport differs. (I don't have a completely rigorous proof, but here's a sketch: Pick an arbitrary point $x_{0}$ of $S$ and non-zero tangent vector at $x_{0}$. The geodesic starting at $(x_{0}, v) \in TS$ must cross itself after finite distance (because $S$ is not flat), and for generic initial conditions the geodesic is not closed, i.e., when it crosses itself at a point $x$, the two velocities are unequal. Now fix a "loop" of geodesic starting at $x$, and let $y$ be the point halfway along the loop.)
On the positive side (with substantial restrictions on $S$):
If any two points of $S$ are joined by a unique minimizing geodesic (e.g., $S$ is isometric to a geodesically-convex subset of the hyperbolic plane, or an open round hemisphere), you can parallel transport uniquely along the minimizing geodesic from $x$ to $y$.
If $S$ is connected, simply-connected, and flat, then parallel transport is path-independent because the holonomy is trivial. (Connected and flat are not enough. (!) Think of a cone with its vertex removed.)