Unknown, neither Valaquen nor xeno_alpha_07 can remember the name of the docu.
Here is another interview with Fincher from The Independent in 1992:
I always thought Ridley was brilliant and I never appreciated how brilliant he was until I tried to make this movie. Actually he came down to the set once when we were setting fire to something. In he walked with his silk suit and one of his big Cuban cigars, looking fabulous. Ridley asked how it was going and I said, 'Really bad.' And he said, 'It never goes well ... this is not the way to make movies, make sure you make a little film where you have some control whilst they're beating you up."
~ David Fincher, The Independent, 1992.
