Book clubs are interesting because you want to pick something substantial enough to have something to discuss, but you want people to actually read the book, and in most cases you don't want something totally depressing. It partly depends on the "feel" of the club which can be hard to assess if you're new.

I would say pick one book that is more Holocaust focused and two others that would be acceptable to you but which are not about the Holocaust. Give the club some flexibility in what they vote for.