Try it without the spaces next to the hyphen: Welcome to Westworld-featurette.mkv
Also, the movie must be its own folder:
/Movies
/Westworld (1973)
/Westworld (1973).mkv
/Welcome to Westworld-featurette.mkv
From Local Media Assets - Movies:
Note : The filename must end in the -Extra_Type value exactly. The hyphen is important and you cannot have spaces after it.
and
Tip! : Besides the extras themselves, you can only have the main movie file in the directory. If you have multiple versions of the movie together, use the “Organized in Subdirectories” method.
EDIT: If you change the movie name or organization (moving to individual folder, etc), then you may have to Plex Dance it before PMS will find it. No harm in rescanning the library first, but if it doesn’t work, do the dance.