Utopia-asia might be worth a look both for Hong Kong and nowadays there are venues which have joint operations in both Hong Kong and Shenzen.
If your wanting to taste the delights of Chinese massage boys in Shenzen (many venues, some with modern state of the art set ups, not too expensive), then it's only an hour or so on a fast modern train, very easy and fast to get a visa in Hong Kong.
Here's a website:
Emporer boys club http//:00069.com/szxg/
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