Wikipedia tells me it started in 1990 as a French game show, but that has been remade around the world.
It was set and filmed on the real Fort Boyard in France, and the contestants have to complete challenges to win prize money. It tends to focus mainly on physical and endurance challenges. And it said since 1997 it was mostly celebrities that participated.
I actually found a YouTube video that showed one small clip of the show that it looked like José was in.
I’ll post some screen captures, then the video link. It focused on the female in the group, and she was mud wrestling, but he was shown before and afterwards congratulating her.
I’m assuming they did these shows in other places besides Fort Boyard, this one is called “Fort Boyard Québec 1997 - La lutte dans la boue”