I found this a very interesting and moving programme. I've watched many of them, and this was the one that had me in tears at the end.
I think it was fairly evident from the programme how they do it.....
get a few details from the person in question
do all the research
set up the programme with various mysteries and unanswered questions for the participant
have all the experts on hand
then just film it all, with the reactions shown just as they happen, in a relatively short period of time.
The bit that got me was that wonderful WW1 expert with Chris, telling him that he was "literally walking in his great grandfather's footsteps" on that road just outside Ypres. And Chris Moyles thinking about what the circumstances must have been, in Autumn 1914, for his relative, with just the comment "what I do is play records and talk a lot"
Whilst I don't play records and talk a lot, I do have the most lucky life compared with my brave ancestors who went before.