I've never seen anything like a yearly proof set from North Korea. I highly doubt they have them. Most of coins that they release are for out of country collectors. I've seen several silver coins that are basically bullion pieces. Probably an easy way to get hard currency. Here are some North Korean coins that I picked up on one of my visits to the DMZ.
Given that I'd probably run afoul of US sanctions if I purchased any North Korean coinage, I don't think I'll be starting a collection in this area anytime soon!