A couple (I've watched way more of these than I care to admit):
The Country I Saw (1987) About a cynical Japanese journalist, suffering from PTSD because of his experiences as an attaché during World War II. He visits to the DPRK and meets some of the people he saved from Japanese troops during the war.
Myself in the Distant Future (1997) Kind of a socialist rom-com? But better than it sounds. About a spoiled, directionless young man from Pyongyang who falls in love with a girl from a construction shock brigade.
Story of Our Home (2016) Coming-of-age story, but different from western ones: growing up means you learn to accept help from the community.
Traffic Controller at Crossroads (1987) Female traffic cop in Pyongyang, and her interactions with various people on her street. Quite cool to see a film portraying close friendships between men and women that aren't necessarily sexual or romantic.
Bear in mind, all these are filmed very much like Soviet movies during the 1970s. So the style takes a little bit of getting used to. I hated it at first; now I prefer it to western styles.
Snowpiercer is one of my favourites. Its amazing how you can take a seemingly silly idea about an apocalypse where the sole remaining human survivors are stuck on a train powered by a perpetual motion engine, and make it that good.
Also Snowpiercer is a sequel to Willy Wonka and the Chocolate Factory.
I'm not familiar with any theories, but after watching only season 1, I liked it a lot. The metaphors for police/democracy/everything else and the parallels between The Game and The Real World are really obvious to a Marxist, but its got a lot of twists and turns and is fun in the moment even if what it has to say has been done to death.
I'll also say that Season 1 explicitly states that The Game was made up by American businessmen, who are portrayed pretty over-the-top and basically treat the Korean characters as cattle, so if they decide to go North Korea Bad in Season 2 that will be a big retcon.