Hi
I am in a very similar situation, except I was born in Hong Kong, but do not have a HKID card because I immigrated at a very young age.
For my verification, I only needed to provide a photocopy of my birth certificate and passport as well as the HKID cards of my parents.
Your best bet is to head to the immigration office in Wan Chai in person and go to the second floor inquiries. The people there are quite helpful in sorting out your situation and letting you know exactly what forms and documents you need.
A word of warning though...it seems like they take forever to get verification completed, something like 2 months!