You can just play and complete the last wave (50) with the aforementioned requirements (Marcus, Cole, Dom, Baird, Anya) on any difficulty and you will get the achievement. We did this on private casual. If your group is missing a character, obviously you can just craft the cheapest one available with scrap. Quick and easy with this cheese.
Edit: Do wave 50 horde to be safe, apparently doing last wave of horde 25 variant may not work.(credit rafa1000house)
Edit 2: Some reports of issues with certain character variants. These have been confirmed to work with respective scrap cost (Thanks to HolyHalfDead)