According to Dave Filoni, there was one scene that required a large number of stormtroopers, but they didn't have enough costumes. He ended up drafting members of the 501st Legion fanclub, who specialize in making their own Storm/Clone trooper costumes.
Although he signed on for mainly financial reasons, before coming on the set Werner Herzog had never seen a Star Wars movie. Werner Herzog, who plays the Client, went on to praise the show's world building and practical effects, saying "it's cinema at its best".
A December 2019 Vulture article drew attention to the question of how often the masked actor onscreen in full-body costume as the Mandalorian is Pedro Pascal instead of one of the credited Mandalorian doubles, Brendan Wayne and Lateef Crowder, with Pascal's voice performance dubbed in. Since the actors collaborate to keep movement consistent, the audience is unlikely to be able to tell without behind-the-scenes info. Notably, Pascal does not appear onscreen as the Mandalorian at all in season 1 Chapter 4: Sanctuary (2019).
This series makes use of StageCraft, a technology created by ILM. It was initially used in the recent Star Wars films to add realistic lighting in the cockpits during hyperspace sequences, but has since been modified to project virtual environments around the actors. According to Kathleen Kennedy, one day a Disney executive visited the set and, after taking a look around, turned to Jon Favreau and said "Jon, I thought you weren't going to build anything". What the executive didn't know was that she was actually standing within a virtual set.
Critics didn't get a chance to watch the first episode until after it was released through Disney+, which is typically a sign of a lack of confidence from the studio. However, it should be noted that this was only done to prevent the First-Episode Twist from getting out, and not out of quality concerns, as the pilot was widely praised upon release. To subvert this altogether, Lucasfilm had a premiere screening of the pilot and the next two episodes (which were not released at the time) specifically for critics a few days after the first episode was released.