Arryn's skin works wonders, too, and you can get it in this event. More suggestions would beee... Spirit of Treachery, Feral Virtue... Possibly Winter Royalty, Icy Gale... I haven't tried those myself though.
And, regular skin colors can work fine, they'll just have a fresher look. Going pale can help offset that, but who said zombies can't be black?
A LOT of the things I use are very recent DIs, and a hell of a lot of commons. This look is very possible if you're active in the event as a whole.