Ooh, this'll be a fun one! Here's an effort from me;
Since a bandana denotes a hard worker in some cultures (including Japan's), he could be further differentiated from Sailor Waddle Dee, on whose personality his appearance in KSSU is somewhat based, by making him seem a bit overworked at times. This is due to his own zealous dedication to defending the one who he addresses as "Great King", however, not due to any orders.
This would accentuate his loyalty even more - not that there's any question of it as is, though.
As
Bandana Dee3
says, some backstory on how he landed his post would also be good. Just how
did a Waddle Dee land the appointed task of being the bodyguard of King Dedede, who is without a doubt the toughest guy in Dream Land, and probably on all of Popstar? Could he have saved his life somehow? Did he work really, really hard in order to work his way up the ranks of the royal staff? Did he pester Dedede until he eventually gave in? (Well, ok, probably not that last one - Dedede is quite stubborn.)
That makes me want baklava, honestly.