I haven't seen most of these in years. Voted for Strictly Ballroom, but that's part nostalgia/nationalism and part the stage musical I saw last year. I think Moulin Rouge is probably better. It's certainly the most 'Baz'.
The trailer for his Netflix show looks really interesting.
As a sidenote, I worked opening night of Strictly Ballroom: The Musical in Melbourne, and Catherine Martin wore the most amazing dress with this huge amount of embroidery. Between us, she's the really talented one of the two.