Another Hong Kong classic is milk tea, AKA super strong tea with evaporated or condensed milk. And at some point in your trip, you should get to Tsui Wah for a cup. There are locations all over Hong Kong, and you can pair that milk tea with a toasted bun also smothered in condensed milk. Many of the outlets are open 24 hours, so you could do this for breakfast, afternoon tea, on your way home from a night out - really, whenever you want.
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