I flew to DEL last week (writing this from DEL as we speak) and I had to present my visa on check-in at BRU, else I would have been denied.
However I do think that if you can show your second ticket proving your HKG connection you will be fine. But I recommend double checking that.
In case you need a visa. You can easily apply for one online here: https://indianvisaonline.gov.in
This is rather quick. But will take 4 working days minimum.