Chibi Squad

Canon
All 5 of them have not interacted in the canon story line, however many people like to see them all as friends as they are all chibi characters. They all also seem to be around the same age. In official art, there is art of Klee and Qiqi together, Qiqi and Yaoyao together, Klee, Qiqi, and Diona together. Currently, Diona and Klee have voice lines for each other, however only Qiqi has a voice line about Yaoyao. Klee and Diona are the only two of the five who are canonically friends.

In actual gameplay, Sayu can be good with Qiqi/Diona for swirl, as well as Klee for healing and also swirl. Klee + Diona can also be good, because of melt reactions and Diona's first passive: Cat's Tail Secret Menu, giving a 10% movement speed and stamina decrease which can be very helpful to Klee. If Qiqi and Diona were put in the same team, they would activate cryo resonance- Affected by Electro for 40% less time. Increases CRIT Rate against enemies that are Frozen or affected by Cryo by 15%. This can be very useful to some DPS's because of the CRIT Rate increase.

Fanon
Many people like to ship them as friends due to them all being chibi characters, seeming to be the same ages. Chibi Squad isn't an insanely popular ship, however there is a decent amount of fan art for them.

Quotes
"Diona is the best! I like listening to her, last time I heard her say, 'I'm gonna destroy the wine industry in this city it it's the last thing I do!' And I'm gonna help her using my bombs! ...I don't know what a wine industry is though. Is it a monster?"

- Klee about Diona

"Every time Klee wants to play with me, I take her somewhere far from the tavern. Alcohol and explosives... yeah, that's a dangerous combination! I mean, do I want to destroy the wine industry of Mondstadt? Yes, but not in that sense!"

- Diona about Klee ''

"Cute. Like a nice little finch."

- Qiqi about Yaoyao ''