the wet markets in Tung Chung (both Fu Tung and Yat Tung) are two of the most expensive in hong kong.
If you're serious about getting cheaper stuff, get your trolley and take the E31 to Tsuen Wan.
veg is at least $2 cheaper per catty,
pig at least $4 cheaper
similar for cow
and if you have a basket, go buy some eggs too.
I would also reecommend the dumplings from the rude shanghai lady's shop on Market street. Verry good.