Pretty sure there's a den somewhere around the top of Taymount Rise - possibly the roundabout - or in the scrub/wood areas around the back of Queen's Garth/Queen's Court (Dorrell Estate) Have heard mating calls every year I've been in that area, and also seen juvenile cubs, occasionally in pairs.

The roundabout is private property - it belongs to the "Dulwich Estate Ltd", according to the notice on the pathway into it, which basically means the management committee of Grassmount (the cul-de-sac street at the top near the roundabout). I guess you'd need to contact them for permission to film.

The Dorrell Estate was Council, but now seems to be London and Quadrant Housing Association.

Good Luck. I've always remembered the Wildlife on One about urban foxes, which introduced me to The Kinks, via a scene of a fox sunbathing on a flat pitch roof, with a backing track of "Lazy Bones"... :-)