On the official website for Tsuburaya, the company addresses this topic in their Q&A:
Question: Can I publish illustrations/videos/books/replicas of my own, based on Tsuburaya Productions properties, and publish them online, in a doujinshi, at events, etc?
Answer: Please be advised that it cannot be made available publicly unless it is licensed.
While they mainly deal in live action works, this is particularly notable for their latest production, SSSS.Gridman, an anime based on the Gridman tokusatsu series. Doujinshi based on anime are a hot commodity, so it makes sense for Tsuburaya to take a stance on this topic to protect their property.
Source: Tsuburaya Productions