Hello and welcome to the forum! 

Really glad you have joined us here. 

... after looking briefly at some of the pictured extensive setups posted either on this site or linked, I seem to think you folks must buy playmobil figures by bulk somehow from a factory or something. Any tips or pointers would be appreciated so that I can expand my knights collection!
Have you explored the possibility of buying individual figures directly from Playmobil, as Bonnie has mentioned? 

The US have their own spare parts department which handles this type of ordering. The only downside is that they do not always have the items in stock. Also, it is easier to order recently released figures (i.e. those found in current sets or only a few years old) than it is to buy ones from sets which have been discontinued for several years.
You'll find more information about this by browsing this area of the forum:
http://www.playmofriends.com/forum/index.php?board=22.0