Is Tales of Gekijou hentai?
No
Rated G (All Ages) on MyAnimeList and not tagged as Hentai.

Special · 2012 · 5 episodes · G - All Ages
Comedy
Tales of Gekijou is the pre-order bonus for Tales of the Heroes: Twin Brave. It is a series of five short animations produced by Sunrise. Episodes 1 and 2 were aired in BS-TBS's New Year Special. The other 3 episodes will be available in the pre-order bonus via a download code along with the first two.
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