I don't have a load of info but HK is super easy, I think you're overthinking it. I think you picked the easiest place to do a mileage run to in Asia aside from Singapore. It's one of those cities you can show up to knowing nothing and survive just fine.
Immigration is a breeze, probably more efficient than both Canada and Mexico. Should be just like you're going to Canada but they'll probably ask fewer questions.
The Airport Express should be pretty quick to get you into the city. The city is generally pretty active at night.