I've always wanted to take this helicopter, but their luggage policies are rather ridiculous. The one time I made a day trip to Macau from HK and was going to take the heli back, my colleague chickened out because he was worried about leaving his kids fatherless... I probably should have just ditched him.

Sorry I can't answer any of your questions!

(Well, I think they have separate immigration formalities, but I'm not 100% sure. And I believe if you want to get on an earlier flight it's no problem, subject to availability. I'm sure they have a standby process, just like the ferries. You can probably get an idea of how easy it might be by figuring out the average load factors. You can looking at the visitor arrival/departure statistics on the DSEC website plus the residents return stats in the Monthly Bulletin of Statistics to get the total passengers, and then divide by how many monthly flights there are based on the schedule.)