I wasn't thinking in that motivation, but the more I know the more it looks like that, I got to know the law about the border control, I always thought smuggling as Mainland people purchasing high quantity hong kong and smuggling back to mainland shenzhen,
It's way cheaper to buy on Taobao, and then use one of the many shipping agents that collect the items and ship them to HK. I did that many times and it works perfectly. Never had customs issues either.
What you can NOT ship into HK are:
Items that infringe copyrights
Food (that includes coffee)
Seeds (sellers refused to ship, not sure it can be shipped)