It was a side mission thing on Pasaana. I just played through it last night, really liked it. Nice coincidence.
Time-stamped clip of the puppet show (sorry this video keeps skipping through the dialogue):
https://youtu.be/OBc-KKU3ZHU?t=16m56s
(Really like how this game handled TLJ too, speaking of it. They really let it be emotional (in a silly Lego way) and didn’t shy away from showing any of the more controversial stuff or changing much. Really impressed.)