I'm hoping the HKG specialists on this board can help me - as I'm only going to be in HKG for a short period of time, I hatched a cunning plan, which essentially involved dropping off my baggage at Hong Kong/Central station in the morning, then taking the ferry over to Macau, and lastly coming back from Macau to HKG airport without passing through immigration again.

Now I've read in an older thread that you need to have a valid airport express ticket to be able to get into the checkin area and drop off your bags.

I wouldn't mind paying for the ticket, but I'm now starting to wonder whether going to Macau without my baggage would be such a good idea - is it likely that I'll get into trouble either leaving Hong Kong, entering Macau, or leaving Macau for the airport if my baggage has gone a completely different route? I should have my boarding pass by then, which is the requirement to be able to get back, but I'm wondering if I'm planning something too exotic there. Also, if I don't take the Airport Express, how do I get back into the station?

I'd really like to go to Macau for once, but I can still change my plans...