Do you technically have to exit HK territory? Or that is just the method to be presented to an immigration officer. Plus, Macau doesn't stamp passports anymore anyway.
may be I am wrong and if that is case I take my post back and advise people to do a quick Macau Run, less Visa hassle than China Visa
You can ask the officer when you collect your visa. He told me to do the China or Macau route. You just tell the officer when leaving what you are doing and the officer upon entry. I didn't try either as I actually went on a trip and activated it on my way back in.
Yeah why not enjoy some macau food and pop on by the casino. Win a couple thousand and head home.