The easiest way is to use the numerous skulls that come with the basic game and with the Return of the Witch Lord Quest Pack and glue them into a pile with plastic glue. The disadvantage of this method is that it looks like a pile of skulls and not a bone pile.
The most difficult way is to use an x-acto knife and dremel to whittle the plastic sprues that the undead figures were attached to. (You saved yours, didn't you? Neither did I but I was able to get them from a friend when he bought his copy of the game.) Whittling the sprues down to the right shape and size is difficult and VERY time consuming. However, if you take the time and put in the effort, the result is a custom tailored pile of bones that looks exactly the way you want it to look. Here is an example of a femur bone I carved from a sprue. It looks just like a real femur, but it took me over an hour to carve this single bone!
The final method is a compromise between the two prior techniques. Use a dremel with a cutting wheel to dismantle a skeleton figure into its component bones then glue it into a pile. The result looks great, but you sacrifice a skeleton figure to do it.