As long as HK stays on this side of the Great Firewall, 3HK's eSIMs are great to beat this sort of stuff--8gb plus 5gb of "social data" for a year costs about 35 USD. They call it "global" and it works in most places but not all--when I lived in the Caribbean the only place it was useful was Miami. It's also a real carrier SIM so you don't have to wonder how your data is routed, and even if you don't buy local service you have a phone number. As of a few months ago you can reissue the eSIM from your online account for about 5 USD if you switch phones.

I often buy a local carrier's eSIM if I'm somewhere for more than a week, but for short trips, layovers and as a backup I keep the 3 line active. It worked great for Whatsapp calls last time I was in Dubai too

There is a KYC requirement, but noncompliance only results in service being blocked in Hong Kong.