April 23, 2018 11:34 AM

The upcoming season of Total Bellas will delve deep into the factors of John Cena and Nikki Bella‘s split — and according to her twin sister Brie, it wasn’t easy to film.

“I have to give a lot of credit to John and Nicole,” Brie, 34, told PEOPLE at the Nirvana Food and Wine Festival in Arizona on Saturday, when the twins hosted a rosé tasting party in partnership with their wine line, Belle Radici. (The event marked Nikki’s first public appearance since the split, though the WWE star declined to give interviews.)

“They really opened up their lives,” Brie continued. “They wanted to close the curtain and be like, ‘This is it, we’re done.’ My sister is great with her fans in a way where she lets them connect with her … and lets them see the playbook of her life.”

According to Brie, Nikki, 34, and Cena, 41, allowed cameras to capture some “very personal conversations.”

‘To be honest, I was mind blown,” she said. “[My husband] Bryan and I both said we didn’t think we’d allow them to see those conversations, but they do. I give them a lot of credit. You get to see where they’re at today and see that unravel.”

Brie (left) and Nikki Bella
Jenelle Bonifield

And watching her sister go through such a vulnerable time knowing it would all be publicized eventually was particularly challenging.

“I really had to take a step back and allow it and that was really hard on me, because it’s my twin,” she said. “I want to protect her from everything. This has been the hardest season to film for me, because all I want to do is protect her and keep everyone away, but this is what we do.”

“You just want fight for it so hard,” she added. “But at the same time, I remember the oath my sister and I took when we started reality television — we are complete open books, through the good and the bad, and we will let them see it all.”

From left: Brie Bella, John Cena and Nikki Bella
Jamie McCarthy/WireImage

She also said that  Nikki, who appeared happy and relaxed at the event, is doing well.

“She’s good — they call her fearless Nikki for a reason,” Brie said. “She always puts on that brave face. My sister has more strength than any other woman I know, especially Wonder Woman. She’s bigger than that.”

RELATED VIDEO: How John Cena ‘Convinced’ Nikki Bella He Was a Changed Man Before Ending Engagement: Source

The event came nearly a week after the Nikki and Cena announced their split on April 15, a year after he proposed during WrestleMania 33. The breakup came just weeks before they were set to tie the knot at a May 5 destination wedding, and a source recently told PEOPLE that Cena started getting cold feet as the date drew near. (The actor, who was previously married to Elizabeth Huberdeau from 2009-12, has admitted in the past that he didn’t want to get married again.)

“He talked a really good game about having changed, about having his priorities straight, about knowing what’s important, and that it was her,” the source said. “But as the day got closer, it was like he just went back to who he’s always been — which is someone who puts himself first, always. He’s an incredibly dedicated, driven, ambitious guy. And for the longest time he said he didn’t think he had room in his life for a spouse or kids. It seems like in the end that was still the truth.”

Total Bellas returns May 20 at 9 p.m. ET on E!

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