Hm. Here's what I do. I'm reading them on ebook and I have
http://quickdic.org/ open in a separate tab. Anytime I come across a word I didn't know I'd look it up. If I felt it was a word worth remembering I'd write it down in an excel/notepad I had opened up, and when I was finished with the chapter I'd go back and log all the words into anki for later studying. The thing with these books is that they're written at a fairly low level and Rowling reuses a lot of words. The first 5-10 chapters of Stein der Weisen took me 2 hours each just because of the sheer amount of words I had to look up just to figure out what was going on. After awhile you learn the most common words and then you don't have to look up that much anymore. By the end of Stein der Weisen I was having to look up maybe 5-10 words per chapter (compared to the 30 or 40 of the beginning [I think I added something like 200 words for the first chapter I read]) and by Kammer des Schreckens I looked up maybe 60 words for the whole book. Also adding words makes it much easier to figure out new words through context which, again, makes reading these much much easier.
Further, if you're still having trouble, the German version is very nearly and absolute literal translation of the English. When I read the first book I had the English version beside me and if you have absolutely no idea of what was just said you can find the English equivalent in the book and go from there.
Also there are some words where you'll need to the English equivalent just because those words do not exist outside of Harry Potter. The biggest example of this in the first book is Saurüde (Wolfhound) which was a term invented for the purposes of the book and, to my knowledge, exists nowhere else.