Thanks for all the replies! I took your advice and asked the owner of a restaurant near my house--it's a small outfit and I eat there often. He orders mozzarella every other day, and he agreed to hook me up next time. It's $74/kg. It's ideal, since it's not grated so I can eat it with a knife like a barbarian warrior. And it won't cost any time. The packages are a bite-sized 2 kg. ;-)
After this, I'll try parmesan. If the restaurant owner can't get me some, I'll check out the farmer's market in Sai Kung.
P.s., Claire, jimbo, you guys know that cheese is stored frozen, right? Shelf life = 1 year. Though you may be right about "wheel" not being the usual form factor.