Hot Air & Fantasy: The Making of The Adventures of Baron Munchausen (1989)
https://www.youtube.com/watch?v=DXNjIs4k_Z4 - from the Eyes On Cinema YouTube channel (23 mins.)
The blurb:
“Documentary on the making of the film, ‘The Adventures of Baron Munchausen’.”
No other information on this online that I could find, not on the DVD or blu-ray either, which tells me it’s pretty rare.