Did they have funerals for the people that died making the wall or did they bury them in the wall?

I have always heard that the people that helped make the wall died because it was such a dangerous and hard job so then they would get burried in the wall. Well what I want to know is did they actually bury them in the wall? Wouldnt that make the wall smell bad? Did they have a funeral like service for the people that died?