Guys, I was being stupid. I have no idea, and this is one of those things I've never heard of. Wait until Damien435 comes back online, and he should be able to point us all in the right direction.
Edit time again. I found it, and I think that TomTom22 might be right. Here's what I found:
That is correct, except that the number of Koreans captured on D-Day was a lot more than two. I saw a photo showing at least 20, if not more, and also film showing captured Koreans.
The Koreans had been conscripts in the Japanese Army, Korea being at that time a colony of Japan. There were many hundreds of thousands of Koreans in the Japanese Army during the war.
These particular Koreans had been among the many hundreds of prisoners taken by the Red Army during the fighting at Nomonhan on the Manchukuo-Mongolian border, in August-September 1939. After an armistice was signed on 15 September, most of the Japanese prisoners were returned, but it appears that the Red Army retained Koreans on the basis that they were not Japanese but "unwilling colonial conscripts" who should be given their freedom, and permitted to "volunteer" for service in the Red Army.
When Red Army formations were transferred west in 1941, the Koreans went with them, and were captured by the Germans, among the millions of Red Army men taken prisoner in that year. Like most POWs of non-Russian ethnicity, they were allowed to enlist in the various auxiliary formations recruited by the Wehrmacht from among the captured Soviet soldiers. So far as I know, there was no separate Korean formation; the Koreans formed part of a larger unit consisting of other Soviet minority groups.
In 1943, most of the auxiliary formations of Soviet origin were transferred from the Eastern Front to the West, where they fought in France and Italy. The particular auxiliary formation to which the Koreans belonged was assigned to the garrison of the coastal defences in Normandy, which is how they came to be captured on D-Day.
Now I am not the person who posted this question,so we have to wait for Damien to come back to tell us whoever is right. Do not take this as confirmation to post a new question.
Dean.