That's interesting - who did a documentary on those?
For real things, some could include:
Boodog - meat cooked inside the abdominal cavity of a marmot (or goat) with hot rocks, and the fur torched off of the outside.
The vodka aisle in grocery stores.
Traditions/customs like shake hands if you step on someone's foot, don't sit at the corner of a table or you won't get married, if you trip leaving a ger you should come back in and put another piece of wood in the fire.
Huge fish - Mongolian Taimen
Mongolian throat singing
Most of these not that weird, creepy or bizarre - just a bit unusual for people new to the country.