Many public wet markets in Hong Kong have a floor -- often upstairs -- with cooked food stalls, and perhaps that's what the OP is looking for, but hasn't found yet; it does sound like he was more likely in shopping malls.

The food stalls in the wet markets never look too salubrious to me, so I've never eaten in one. But if you're just looking for some local colour, they're fine for a visit.

Google to find a nearby wet market: they're sometimes hidden on a back street. Chinese language would be helpful at these sorts of places.