Insert the second disc of the set and from the [Main Menu] go to the [Sinister Special Effects] section. Here highlight the menu entry [Main Menu] and then press the [Right] arrow key on your remote control. This will highlight the big swirl, giving you access to [Very Finicky Director], a clip about Brad Silberling coming up with an idea for the teaser trailer after not being creatively satisfied with the trailer department's ideas.
Go back to the [Main Menu] and select the [Gruesome Galleries] menu entry. On the next screen highlight [A Woeful World] and then press the [Right] arrow key on your remote control. This highlights the "yes" in the portrait of Count Olaf. Press [Enter] and you'll be able to watch [Eyes Are Everywhere], which explains the significance of the eyes in the film.
Back at the [Gruesome Galleries] section highlight the [Main Menu] menu entry and then press the [Right] key and the swirl will be highlighted on th screen. Now press [Enter] and you will be treated to [Portrait Of The Artist As A Bad Man], which discusses getting ideas of Olaf's look from old pictures of actors.