Cathy is very sensible about baggage and Hong Kong is generally not a place where the ridiculous security rules you see in other places are an issue. I once checked into a flight (in HK) with baggage for a flight HK-TPE-HK-LHR (doing the TPE thing to save money).. and they put my bags on the HK-LHR without needing to take a trip to TPE with me, which was much appreciated as it reduced the risk of losing the bags and allowed me to change my flight in TPE when I arrived. So the bags sat around in HK for about 10 hours in all and arrived fine in LHR.