Hi Goku,
I am confused, I only have my T4 and payslips have my nickname on it, everything else only with my legal name (no nickname), in this case, should I indicate my nickname on the Generic application form?It doesn't have much impact on your application. So, if you are currently using one then mention it how about Employer Letter in this case?As your Nickname is mentioned on T4 and Payslip, try to get it on your Reference Letter as well. If you cant manage to get it then also its ok How about police certificate in this case? When you go for PCC, ask them that if you have to declare your Nickname. See what they have to tell you about that. Thanks!
Mentioning Nickname is your personal opinion. I have never heard anyone who got problem by not mentioning or mentioning Nickname on their own application. Another way to confirm you doubt is to call CIC about it.