TL;DR: you can set the timezone of your servers to any value you need/want, such as your correct local timezone. This applies to both Graylog and OpenSearch servers. However, be sure to explicitly set the timezone of your Syslog input(s) in the Graylog Web UI.
A quick bit of context: older versions of graylog would use the timezone of the Graylog server when ingesting syslog messages. For example, if your syslog device, like a router/firewall, is configured to use UTC, and sends a syslog message to the graylog server set to a UTC offset, the datetime would be wrong in graylog. The workaround was to change the timezone of the graylog server and most common standard for this is to use UTC.
Thanks Drew - this does answer my question. Your 2014 blog article is still referenced in the Server Timezone paragraph of the Installing Graylog documentation, even for Graylog 6.0 and 6.1, which is what led me to it.