Cauda's bond with the heroes:
With Sonic: she views him like any kids do, a cool idol, but though when it comes to playful teasing she does what she can to get him back.
With Tails: Cauda occasionally make puns with their names (or nickname in Tails' case) since they share the same meaning. Cauda wonder as why Tails doesn't act like other kids, go and play in his spare time.
With Amy: Cauda does find Amy a good friend and a terrific big sister figure. Cauda and Amy spends time practicing kick boxing, and even shopping, though Cauda tend to make a break for it when they go for make-up and things like it, she believes when it comes to those, Amy is too much like her mother.
With Knuckles: Knuckles one time saved Cauda and her family from a deadly building fire. Cauda views Knuckles as hero and idol who is cooler than Sonic. Cauda would even ask Knuckles on fighting tips. She wishes Knuckles would take a break from guarding the Master Emerald but she understands why he has to do his job.
Wih Cream: Cauda cares about the well-being of Cream and Cheese. Cauda does play with Cream whenever they visit each other. Cauda's father and Vanilla are actually friends. Cauda would use her tail to comfort Cream whenever she is distressed.