Is "What makes me curious is..." grammatical?

No--if you used a comma at all, it would be after "is": "What makes me curious is, how these people will manage to get enough food." The recent trend over the last 30 or 40 years, is to use fewer commas. I think most native speakers would not use a comma in that sentence. Here's an example in which a comma might be useful: "What makes me curious is, people don't seem to understand that the more things change, the more they stay the same."

Thanks for clarifying!

Yes, it's grammatical, Hanyuu. What makes you doubt that?