None that I know of, unfortunately.
The closest is probably Ride Like a Pro for super slow maneuvers and just handling the bike overall, and Lee Park's Book and his training (haven't taken the class yet).
For now the best source are the forums. One of the founders of UK Gymkhana organization mentioned that they are producing a book on Gymkhana, but when it will be ready or what exactly it will included in it, I don't know.
They do seem to be very capable riders, with connections over at Japan, so their info should be coming straight from the source.
For now, YouTube, forums and practice, lots of practice. Questions raise up, post them here. At this point, a few people are practicing this, so somebody will probably respond with their experience and what helped them.