Jenny's cookies are the product of great marketing to the mainland Chinese. Most of the local HK folks laugh when you mention Jenny's Cookies and the long lines. They are run of the mill shortbread cookies that really aren't special outside of the seasonal tin.
I went to the one in TST (Mirador Mansion) and it was empty at 11am on a Tuesday. The lines usually correlate with holidays. If your time is worth the $10, watch a flipper buy the tins and buy them right away so you know they aren't counterfeits.