After trying all the delicacies the land of shopping and eating has to offer, I must say, the most important tip I have for the curious explorer in HK is to down the bitter bowl of "24 tastes" herbal tea.
This vile-looking (and even more quaint tasting) concoction of traditional chinese medicine origins is able to pre-empt most flu-like symptoms you may have. After visiting my grandma's grave, and being exposed to the rain, I am glad I downed a full bowl of this before going home.
The result was an unsuccessful attempt on the flu bug to take a shot at my immune system. The swollen eyes and runny nose lasted all of 15 minutes, after which I was up and about again.
Therefore, I encourage you to give it a try!