Why is Heraklion airport a 'captains only' airport?
Along the approach path there is high terrain that causes turbulence and challenging winds. But it is also easyJet's call to classify any airport as they see fit. On a scale from A to C, they classify Heraklion as B. Other Cat B airports are where the takeoff performance calculations can be tricky as the excerpt below shows:

Category B translates roughly as &quot;slightly out of the ordinary&quot;. A good example, according to Captain Martin Dudley, A300 fleet manager for Monarch, is Lanzarote: &quot;There's a little bit of ground on the extended centre line that just comes into play in terms of our performance calculations for take-offs, and that makes it a 'Cat B'. There are a fair number of those.&quot;
The UK's biggest airline in terms of passenger numbers, easyJet, classifies Corfu, Dubrovnik, Heraklion, the Isle of Man, Jersey and Rome's second airport, Ciampino, as Category B.
(independent.co.uk)


It came up in the documentary (easy find thanks to searching through the automatic YouTube caption system) when a medical emergency made the crew check the alternate airports on the way, of which Heraklion, was classified by easyJet as captains only. The theme of the series seems to be pilots in training. They couldn't choose it because if the captain became ill, then the first officer would not be allowed to continue the approach.
Another over dramatized sequence in the documentary:
The crew received the latest weather report showing a crosswind that is gusting to 24 knots (if it's been gusting 34 knots then maybe it could have warranted the drama).
The crew consists of a senior first officer, Carl, and the captain is Chris Foster, the company's operations manager. Carl wanted to impress, but [due to company policy] the captain has to make the landing in those crosswind landing conditions, thus robbing Carl the chance to impress and gain experience toward getting his fourth-stripe (this is literally how they present it—a recurring theme in the show as far as I can tell).
(YouTube) Carl and Chris.
Nonetheless, there are tricky approaches out there, like London City, or Kai Tak (RIP). And many others where special training and approval are required. Added safety is not bad, even if it's for tricky windy conditions where experience and additional training do make a difference.

Charts source: http://www.aopa.org.il/userfiles/files/usefull/LGIR.pdf