We recently took a trip through Hong Kong, Southern China, Vietnam and Cambodia. We learned some things along the way that might help others.
Because we wanted to take a couple of days in Cambodia we needed multiple-entry visas for Vietnam, which were not available in Korea. The single entry visa we got in South Korea cost us 110,000 Korean won, about $30US more than it cost us to get the second one in Hong Kong. So, rather than a single multi-entry, we had two single-entry visas.
In Hong Kong tt is possible to get a Vietnam Visa, a process that takes about 30 minutes and $500HK (rush), at the Vietnamese consulate in Hong Kong. The consulate is located on the island side near Wan Chai subway stop in an unassuming office building that it is quite easy to walk past.
It is actually somewhere between Wan Chai and the next station, so it might be good to take a taxi if you're not up for a bit of a hike.
15/F., Great Smart Tower,
230 Wan Chai Road,
Wan Chai, Hong Kong
We showed up close to 3:30 in the afternoon. They had said to come after three when we called. Take the elevator to an upper floor. We filled out the form provided at the consulate, had a passport sized photo, and submitted them along with $500HK. You can pay less if your are not doing a rush. Less than a half our we had our Vietnam Visas. They told us that all the rules are the same for all nationalities.
We stayed in Hong Kong a couple of days before heading to Shenzhen. We left Hong Kong by train (the light blue line) out of Kowloon up to Lo Wu. The time at the border actually went pretty fast for me, as the line for foreigners (non-Hong Kong, non mainlanders, non-permanent residents, or any of that) was quite short. The woman had some frustration about not being able to find my something, could not understand, but eventually stamped me through.
Getting into Hong Kong as a Chinese National
My wife, who is a Chinese citizen and in Korea on a student visa, was able to get into Hong Kong, authorized for 7 days, without any special governmental permission from China.
There was a nervous moment when we thought the whole trip would go belly up. You have to get the people at the airline to ask the right questions to the right people when they call to get permission to issue the boarding pass.
As long as there is a valid third nation's visa (not your originating country--Korea for us, and not China of course) such as Vietnam (in our case) then entry is permitted. This demonstrates the Chinese national's plan to leave Hong Kong.
Once it is issued, you have to explain yourself again (about the third nation's visa) entering Hong Kong. Without this, the only other way for a Chinese national to get into Hong Kong is with special permission from the Chinese government (certificate for Hong Kong entry) obtained from the Hong Kong embassy.
She was able to get out of Hong Kong into Shenzhen though the immigration line she had to go through provided a few more headaches, demonstrating third nation's visas and such.
More to come.