Kane76: I rather think that David Thomson is referring to the 2006 documentary, SEARCHING FOR ORSON, brought together by the Croatian Brothers, Dominik and Jakov Sedlar (possibly friends of Oja Kodar?), who devote a small segment to Welles' grandson. The film has never had a proper release, and it is possible that at some point it had the title The Unknown Welles, or that Thomson confused its title with Stefan Droessler's road show of the same name.
You may find details of the documentary below: http://www.imdb.com/title/tt0904131/
Don't neglect to read Robert Koehler's review of SEARCHING FOR ORSON in Variety, listed under "external reviews." It, too, contains mention of Welles' grandson, Marc, being featured. The picture, btw, contains an absolutely beautiful and moving love letter from Welles to Ms. Kodar, which she reads at sunset, somewhere on the Dalmatian Coast. She tells us that the letter came to her just a few weeks before Welles' death.
As Thomson, a most renowned commentator on Welles in most civiiized circles, has seen SEARCH FOR ORSON, by whatever title, let's hope the picture will come out soon, at least on DVD!