For the Dortmund supporters, CGN, DUS, FMO, PAD and NRN are all within easy reach - not all Dortmund supporters live in Dortmund proper. Best suited are probably CGN and FMO as both have lots of spare terminal capacity and decent operating hours.
However, I guess a lot of traffic will be bus + ferry. Unlike other champions league finalists of the past, both teams are based not that far away from London, and Munich has a German-wide supporter base, so we are not only looking at Bavaria based Munich fans.