NEW YORK—Beijing’s days were always a bit dusty and gray in Zhang Yijie’s memory. That day was no different. A division-head at the Ministry of Foreign Trade and Economic Cooperation, she had just gotten back home from a month-long business trip in Germany. It was afternoon and there was no time to lose. As she put down her luggage, rather than grabbing lunch, she went straight for her phone. She was eager to touch base with her group of friends with whom she studied Falun Gong teachings and practiced meditative exercises daily. But there was no one to be found. Then, an urgent phone call rang from her director Shi Guangsheng to her husband, who also worked at the ministry. He sprinted to another room, shutting the door behind him. All of this made Zhang feel uneasy. Standing on tiptoe outside the door, she heard that a group of Falun …