Well, you asked... The reason you can't make a good film out of the "bridge" material is because nothing important was resolved in the years between the end of "The Hobbit", and the beginning of "FOTR".
- Gandalf spent most of the intervening years investigating the nature of Bilbo's magic ring, but didn't uncover the truth until the opening chapters of "FOTR".
- Aragorn had many adventures, but didn't claim his kingdom or his bride until the War of the Ring. Because of this, he spent most of the "bridge" years being very unhappy.
- Bilbo didn't have any more adventures during those years, he lived in the Shire and raised Frodo. Frodo didn't have any adventures while growing up, and neither did Merry, Pippin, or Sam.
- Sauron and his wraiths were in hiding.
- Arwen did a lot of embroidery.
- The White Council foresaw the coming war with Sauron, and prepared for the start of "LOTR". Saruman was the only one of them who did anything new or interesting during these years, but he maintained his cover until "FOTR".
- In Gondor, Denethor prepared for the coming war while his marriage went to hell. In Rohan, it was business as usual. In Rhovanion, peace and prosperity reigned.
So even if someone made a film of "The Hunt for Gollum", for instance, Gandalf and Aragorn wouldn't undergo any great personal transformation, that wouldn't come until the events of "LOTR" and they both know it. Of course there are lots of small stories that could be told of those years, but those are the stuff of fanfiction, rather than Major Motion Pictures.