Those figures you posted look good but the link you have says they are 28 mm high and unpainted you have to paint them. An average O scale figure is around 50 mm high!
As for the Diagon Alley puzzle this is much closer to O scale the the castle and I was thinking of getting it as a background building for the layout in general. The Hogwart's Great Hall and Astronomy Tower I have pictured above built up you can see the scale with the train passenger car in front of them. The board I have them on is 3 feet by 18 inches just the right size to hold them.
I would not give up on the Puzzle of Hogwart's Castle as I think it is the best thing cheap enough on the market that looks good and if you use it at the top of a forested hill looks about right for forced perspective. As an example the Universal studios versions of the train and Diagon Alley and Castle towering away high above!
Link to the puzzle website.;
