i mean...technically, Lady M cake came from New York, so it's a 'western' cake...
Almost all the big 5* hotels will have a french bakery inside - the Shangri La was mentioned above, the Mandarin Oriental has a great french patisserie inside.
If you liked Patisserie Valerie in the UK, I think the likes of Maxims cake or St Honore will do fine for you - they have similar style fruit tarts and swiss roll type cakes from their 'manned fridges' (not the self-serve areas which only have breads and bakery items).
I'm a massive fan of Ankrish at Baking Maniac - https://bakingmaniachk.com/
Otherwise, for cake that look better than they taste, check out Ms B. Super expensive and tastewise it's a bit sweet for me, but their decoration is crazy OTT.
If you just want a traditional victoria sponge or chocolate sponge, make it yourself (if you can find flour atm).
You'll probably find the strawberries in HK cost more than you expect, so making a strawberry gateau will be more expensive than you expect...and a waste of strawberries!
enjoy and go try all the cake shops and find your favourite - thats the fun part!