Do undying creatures get counters if I sacrifice them with Plaguemaw Beast?
You can choose to give the Undying creature a second counter.
The order of events is as follows, omitting irrelevant/obvious steps:

You announce that you want to use the creature's ability and put it on the stack.
You pay all costs; in this case, sacrifice an Undying creature.
Sacrificing the creature triggers its Undying ability, which is put on the stack on top of the Beast's ability.
The Undying ability resolves and the creature returns to the battlefield.
The Proliferate ability resolves and you may choose the returned creature to give it another +1/+1 counter. Since the Beast's ability is not targeted, you don't choose the permanents as targets, i.e. when you announce the ability, but only when it resolves.

Rules reference:

602.2. To activate an ability is to put it onto the stack and pay its costs, so that it will eventually resolve and have its effect. [...] Activating an ability follows the steps listed below, in order. [...]
602.2a The player announces that he or she is activating the ability. [...] It becomes the topmost object on the stack.
[...]
601.2g The player pays the total cost in any order. [...]