The protest came hours after a Melbourne woman filmed police pulling her from a car, sparking a fresh social media storm about the enforcement of coronavirus restrictions.

The protest is the second for the weekend. Rallies fizzled out on Saturday amid confusion over locations, gloomy weather and an immense police presence.

In the lead-up to the protest, people arriving at Queen Victoria Market, including shoppers, were being stopped and asked for permitted worker permits.

Police, including plain-clothes officers, highway patrol and riot police, began arriving at Queen Victoria Market about 10am. At 10.50am, a man was arrested as car-loads of extra police and officers on horseback arrived.

One man wearing a red and black bandanna yelled at police he felt unsafe, before launching into a tirade about his views.

"Dude, I’m scared. I don’t even know how I’m going to pay this fine," he yelled. "Heartless, soulless people. We’ve all lost faith."

The man walked away from the market with an on-the-spot fine. Others sucked on lollipops while police questioned them on why they weren’t wearing masks.

More than half a dozen protesters had been arrested and taken away for questioning less than an hour into their planned protest.

Social media posts listed the protest's organiser as Arkwell Tripelligo, the online alias for Tony Pecora, who was arrested and bailed this week after he was charged with inciting protest activity.

A court on Friday heard the 43-year-old believed coronavirus is a "genetically engineered virus created by world banks to kill off weaker humans".

The court heard police first arrested Mr Pecora for alleged breaches of the Chief Health Officer's directions during a protest at the Shrine of Remembrance on August 22.

While Premier Daniel Andrews would not be drawn on whether police tactics should change after repeated protests, he said on Sunday that police did a "very good job yesterday in a challenging set of circumstances".

"Protesting is selfish, protesting is stupid and protesting is dangerous [during the pandemic], and if you do it, you will be dealt with," he said.

The protest followed a social media post on Saturday night, in which Natalie Bonett claimed she was stopped by police at the vehicle checkpoint at Wallan, north of Melbourne.

In the video posted online, which has been shared by thousands of people, an officer asks the woman: "Are you going to state your name and address to me?"

He then asks Ms Bonett to step out of the car. After she refuses to leave the car, the officer calls to others and Ms Bonett complains that she is being questioned about having a phone charger that is sold "everywhere".

The police officer replies: "That's not the problem any more, the problem is you are not stating your name for me, could you get out of the car please?"

She again refuses, saying she "doesn't feel safe" because the police officer is armed.

The police officer then says: "You are safe, don't worry about that," before opening the car door, unbuckling Ms Bonett's seat belt and dragging her out of the car.

A man in the car can be heard yelling: "She's got anxiety, relax, she's sick!" as Ms Bonett screams.

On social media, the woman claimed four officers later "had their knees in my back and [I] couldn’t breathe", as she was handcuffed.

"I am shaking and my blood is boiling," she posted on Facebook.

Another video posted online, but subsequently deleted, showed Ms Bonett sitting on the ground handcuffed.

A Victoria Police spokeswoman said officers spoke to Ms Bonett about her mobile phone "obstructing her view due to its position on the windscreen", explaining that this was against the law.

After she did not remove the phone from her windscreen, she also refused to provide her name or her driver’s licence, according to police.

"The woman was warned that if she did not provide her details, she would be arrested. She still refused and was asked by police to get out of her car," the spokeswoman said. "When she refused this request, she was taken from the car by officers and taken into custody."

The 29-year-old from Wallan was released by police after her arrest and is expected to be charged with driving with obscured vision, failing to produce a licence, failing to state her name and address, resisting arrest, assaulting police and offensive language.

"Victoria Police reminds all drivers that the Road Safety Act requires that they must state their name and address and produce their driver’s licence when requested to do so by a police officer," the statement said.

Speaking about Ms Bonett’s situation, Mr Andrews said: "No one is entitled, when pulled over, to not provide their name or not provide their driver's licence. All of that could have simply been avoided if the person had simply, after the fourth time she was asked, given her name."