What is Reddit's opinion of The Prose Edda: Norse Mythology (Penguin Classics)?
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Also not a documentary, and not really a good enough response for a top-level comment, but the Prose Edda is surprisingly short, readable, and comprehensive. I'd really recommend OP just picking up a copy and having a read.

The most popular alternative would probably be the translation by Jesse Byock for Penguin books. I really like the Penguin editions, since they're well translated, include good scholarly introductions (usually the best 30 pages of the book), and are pretty cheap.

I went through the first few pages comparing Byock's and Brodeur's translations against the Old Norse. I'll admit, this was a bit cursory, but the Eddic prose is actually pretty straightforward. There were few differences in the prose sections, and none of them were substantive.

The major differences occur regarding the poetic sections. It seemed like Brodeur made more literal translations, whereas Byock went for more readable. There's two big factors: (1) Gilchrist's audience had different expectations about style than we do today, and (2) Byock could draw on almost 100 years of additional scholarship which presumably allowed him to understand the original meaning better.

I'd recommend looking at what you can see on the Amazon preview (after opening the 'Look Inside' make sure that 'Print Book' is selected, then choose 'First Pages'; the Kindle version of the preview is useless), and compare some of the poetic sections. Here's Brodeur, for quick reference. If you're happy with Brodeur's poetry, than stick to the free pdf. (Archive.org has a ton of legal options.) If you prefer how Byock cuts a rug, then dance with him instead.