The Cooked Food Markets are as close as you'll get - you don't see many tourists in there. You may see a few clued up expats/immigrants, particularly at some of the better places.

In practice, what most locals do most evenings is grab cheap fast food in a chain restaurant such as Cafe de Coral or McDonalds (HK has some with the highest turnover in the world) or (at least pre-protest) various other Maxim's brands (which includes Starbucks) or Yoshinoya. Or they just have a local dai pai dong (the sort of place you saw loads of outside the cooked food markets).

According to analysis by David Webb (a local financial/investment activist) Maxim's has about 13.5% of HK restaurant receipts; Cafe de Coral about another 6%, and Fairwood about 2%.