As I said in my post, "With a normal Mainland SIM this isn't possible unless you first register the card and make a non-refundable prepayment on the order of 500RMB to open overseas roaming."

That is, an ordinary, unregistered Mainland SIM will not work in HK. The phone company first wants about 500RMB as a non-refundable pre-payment of "international" roaming charges, at least for a pre-paid SIM.