French director/writer Olivier Assayas is working with perhaps his most high-profile cast yet for his latest film, “Wasp Network,” competing at the Venice Film Festival and starring Penélope Cruz, Edgar Ramirez, and Gael García Bernal.

The film pivots on the true story of five Cuban spies held as political prisoners from the late 1990s up until 2014, and it’s based on the book “The Last Soldiers of the Cold War: The Story of the Cuban Five” by Fernando Morais. Assayas — acclaimed for films including “Personal Shopper,” “Irma Vep,” and most recently “Non-Fiction,” as well as the Golden Globe Award-winning miniseries “Carlos” — wrote the script himself, but the actual production of the film proved to be a challenge, as revealed in a recent interview with Variety out of the Venice Film Festival.

Assayas said that, initially, Cuban authorities refused to let him shoot “Wasp Network” in the country where, despite...