What do you want to see in Shenzhen? Most of the city is modern development from the last 30 years. From a cultural and historical perspective, it's not that interesting to visit. A day trip to Macau is a good idea. There is a good mix of old and new between the historical section and the casinos.
Otherwise, just spend your time in HK and the islands as Glacierfed suggested. You don't want to spend too much time on transport trying to go too far.
Thank you for the quick repley, you confirmed what i was thinking about a day trip guangzhou and i guess i’ll pass this one for time being.
Any recomendations about lamma or macau?
We are not quiet the gamblig type and would like to spend most of the touring the coty itself rather then the casinos.
Macau has enough to see to keep you entertained for a day or two without casinos - though the casinos are a sight by themselves, also for non-gamblers it's a good visit. The Venetian is the best for a casual visit (especially the mall with actual canals and gondolas).
Besides there's a lot of historical places, including the UNESCO world heritage sites, many different museums, parks and gardens, and of course the egg tarts.
Thank you for the reasoned answer.
Do you have any expert advice where we would be able to experience the local cuisine either in street food places or restaurants?
I recommend a whole day in sai kung where you can explore the stunning natural scenery and they are famous for fresh seafood.
Tai O is also an old and quaint village worth visiting which you can also combine the visit with po lin monastery to see the giant budda.
Thank you all for all the great replies i’m going to use many of your advices you have been very helpfull