I picked up an old copy of Cinefex #38 on Amazon a couple years back which covered Munchausen. I'll have to read through it again to see about the CGI effects that were used. You can still pick up the issue on Amazon for under $20.00 (though the iPad version is cheaper providing you already have a subscription).
http://www.cinefex.com/backissues/issue38.htm
http://www.cinefex.com/backissues/issue38.htm