The No Return Mode from The Last of Us Part 2 now lets you play as Bill and Marlene. Here is how to unlock them.

The No Return Mode is a rogue-like survival mode which players can participate in. This lets you take part in various game modes (like Assault, Capture and Holdout among others).
Choosing your character is an important part of this game mode, as every member has a unique trait to them. In a recent update, Bill and Marlene were made playable in this No Return Mode. Both of these characters (along with some skins) can be unlocked by completing a set of challenges.
Here is how to unlock these new members.
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How To Unlock Bill in No Return Mode of The Last of Us Part 2

Both characters are locked initially and won’t be playable without completing their respective challenges. Once these are complete, you can unlock and play as them. Unlocking Bill requires you to ‘Complete 3 Dead Drops‘.
Once that is done, you can unlock Bill to use him in this game mode. Additionally, if you complete another 3 Dead Drops in one run while playing as Bill, you will unlock Bill – Western.
How To Unlock Marlene in No Return Mode of The Last of Us Part 2

Marlene’s challenge differs from Bill’s. She requires you to ‘Complete 5 Gambits‘. Once that is done, Marlene will be unlocked for use. Moreover, just like Bill, if you do the same task while playing as Marlene in one run, you will unlock Marlene – Salt Lake City.
Those were the ways to unlock both new characters in the No Return Mode of The Last of Us Part 2.
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