Does overzelous fan work on baron

No. Overzealous Fan's ability targets an attacking unit, and Baron Nashor "can't be chosen by enemy spells and abilities" — a triggered ability counts as an ability, so Baron is not a legal target for Fan's trigger (Rule 352.4.b targeting on finalization).

If Baron is the only attacking unit, Fan's trigger can't even go on the chain (no valid target). If other units are attacking alongside him, the Fan player must pick a legal target and can't choose Baron.