If you examine the scenes closely you can see that, in fact, there are very few close up shots of truly emaciated people.
Now I'm not denying there are some very thin actors shown in some quick scenes.
But if you look from a critical viewpoint it appears that the vast majority of extras here are not emaciated but rather just thin. In addition, most, if not all are wearing the 'pyjama' style clothes which further hide their bodies.
The special effects and make-up won an Emmy award for Outstanding Make-up for a Miniseries or Movie (Non-Prosthetic) specifically for this episode. [Wikipedia]
There is one shot of a truly "skin & bones" nature which has to be a life size prop...I won't link a picture here but it's in the video I edited into the question.
As for getting hold of thin actors...these are extras....Casting Directors will put out a general casting call with a description of what they need (perhaps with an emphasis on height/weight) and they will get a pool of talent come to them.
'Extra' work isn't bad - As a guide...Chron.com
As of July 2013, the minimum daily rate for a general background actor who is part of the SAG union is $148.00. As SAG defines a regular workday as eight consecutive hours, this amounts to $18.50 per hour.
Plus there are "Bumps"
In addition to the hourly rate, SAG extras often receive payments casually known as “bumps.” You'll receive these payments under special circumstances, such as working in wet or smoky conditions or wearing body make-up or hairpieces. Extras also get bumps for providing their own props, wardrobe, or vehicles for use in the film. As of 2013, bumps range from about $14 to $50 per day. SAG background actors also receive additional pay for costume fittings, rehearsals, and interviews, where applicable.
Add in that most, if not all, of these actor would have been required to have their heads shaved / buzzcut and that would probably require additional payment.
Most of the filming took place in the UK I believe..and the current UK rates are not dissimilar
So you have a large pool of extras at your disposal, you can pick the ones that most closely fit your needs for up front and close shots and 'enhance' them with special effects and make-up.
Are the make-up and effects noticeable...not if they are doing their jobs right!