iirc the shuttle bus doesn't actually get you anywhere - it merely travels the short stretch of bridge between the macau immigration post and the zhuhai immigration post. you have to arrange your own transport from the zhuhai side of the border to your hotel.
gongbei isn't that inconvenient because the shuttle buses to the cotai hotels (presumably your destination?) are much more frequent than those at lotus bridge crossing. but does get busy in the mornings.