It is very easy to find out exactly how to go about filming in Dubai via the Dubai Film and Television Commission. It is a lot less easy finding the kind of money needed to pay for the permits in a documentary budget.
You’ll need a UAE-licensed production company to apply for the permits on your behalf. That means that you’ll need to use their crew too. We used Atlas Television who were professional, efficient and knowledgeable and since we are a small two man crew we hired a production assistant who came with a vehicle.