Only the additional Sheryl Lee scenes feel truly necessary as they serve Lynch's central thesis that "Laura is the One", a thesis only made possible through Lee's phenomenally committed performance. Fascinatingly, watching 'Missing Pieces' is more helpful than vast majority of TP season 2 for processing 'The Return'. It must be pretty unique that a prequel's deleted scenes prove more integral than 2/3rds of a season.
Even at his most challenging and opaque, Lynch's work has always been meticulously arranged, paced, and ripe for interpretation -- the same cannot be said for "Missing Pieces," a jumbled, unrelated series of vignettes and deleted scenes that'd better serve a "Fire Walk with Me" director's cut. Much of what's on display is arresting, but a proper through-line would've made it more than a glorified bonus feature.
There's definitely some great scenes and a few of them that would have been good in the movie but there's also a lot that I don't even understand why Lynch would have ever thought would be in any way necessary to the film. Some definitely feel like he just wanted to give the Twin Peaks cast work. The parts which serve as a "sequel" to the show would have been absolutely horrible in the film but are worth watching.
Some gems like the bits with the dream man, Pete Martell's scene with the man from the bank and the last scene in which Leland appears with Laura being spotted in darkness in the bushes. The final part with Annie was quite pleasantly unexpected. Still, to be really pointy, it should be seen all together with Fire walk with me. But in the end, I quite enjoyed watching these last bits of unseen stuff.
Nothing really interesting here in these deleted scenes. I can see why Lynch cut out all these extra bits, and his decision to leave out half the side characters from the TV show was warranted. It is cool to see more of David Bowie's character, and some other scenes from the film are given more background: but otherwise it's not worth the double purchase if you have entire series already.
Several scenes here could have done absolutely no wrong to the final cut of this film, which as it is, is all prologue and no epilogue. Some of them are pretty dull, but I found a much more satisfying conclusion to the series here than in the actual movie. And a bit more Bowie does no harm either!