I never thought about this at the time but I was able to change my postal address without showing any proof at a later date. Originally opened the account using employment letter, and they used my home (UK) address first. Then I changed the address to my new place in Hong Kong just by going in and asking them to!
The way I went around this was by getting a utility bill by opening a mobile phone contract. To do this though they will ask for proof of address too or the other alternative is for them to send you a confirmation letter to your hkg address which you will take into the mobile phone shop to prove that is where you live. Then after a month or two you will receive a phone bill which you can use to open a bank account.
Remember, you don't need a bank account to open a mobile phone contract as thre are other alternatives to directdebit which is pay cash at the mobile phone shop.
I also did this way. If you open People's mobile contract account, they will send you a letter with a PIN number (for you to verify your address to Peoples) so you dont need to show proof of address. Then use this letter to open a bank account (worked for BEA in central)