That was exactly what I did. I ordered the cards on April 5th and received them on April 16th. The only thing is you will not be able to add any data packs if you rely on what the card gives you since even though the card says $HK80 is the value on the card, you lose $HK18 immediately after activation which means you only have $HK62 worth of value so you can only add the $HK48 300MB data pack as you are $HK6 short of the $HK68 500MB data pack which comes out to $HK136 per 1GB which is basically another way to get $HK18 from you per 1GB for the privilege of Macau and Taiwan included while the $HK118 is China and HK only. The only problem is you cannot top or add value to the card before you activate the card since you need the phone number to top up which you won't have in advance. As far as data passing through Hong Kong, basically from what I am told, as long as the sim you have is not China based, then all foreign sims will not have the data sensor so you will get facebook, instagram, google, youtube, even if you brought over a AT&T or Verizon Wireless SIM, it would still work.

There is one other option, you can buy the Mobal International SIM card which is unlimited data and unlimited SMS in the entire world and you won't need the VPN either as it's considered a foreign card. It's basically reselling T-Mobile USA but you have to pay for calls at $US0.30/minute. It's basically $US59 for the card which includes one month of service. And then to renew, it's $US50 a month. Only thing is the data is 128kbps just like what people get with T-Mobile with the global free unlimited data roaming.

More info here:
https://www.mobal.com/international-gsm-sim-card/