This page of our guide to Psychonauts 2 lists the Half-A-Minds available in Fatherland Follies.
You can find 2 Half-A-Minds in this level.
Location: The Fall of Grulovia.
You will find this secret in a small tunnel, right next to the entrance to this location. All you have to do is run between the two walls and reach the end of the corridor.
Location Life In Exile.
You'll find that secret on stage, right behind the set. However, you need to set the decorations accordingly (as in the screenshot above), and then jump to the very top. There, just behind the wall, you'll find the Half-A-Mind.