For the stand-up comedy scenes in “The Marvelous Mrs. Maisel,” the extras in the crowd mime laughter but stay silent so they don’t drown out Rachel Brosnahan as housewife-turned-comedian Midge Maisel.

It started to bother the actress during the shooting of season two. When the show airs—with the sounds of uproarious laughter added in post-production—it seems like she’s killing it. On set, however, it feels like she’s bombing.

“As...