One should be able to leave and come back whenever the f*ck one wants to be fair.Not sure if its possible but if it is, then u might as well go to China City in TST, buy cheap ticket to macau, go through HK immigration, walk down to boat level, find escalator for Arrivals and go back up to enter HK again saves time going all the way to bridge immigration. if the HK Immigration staff ask you why you suddenly returning so fast, just tell them you only left to activate the visa and have NO INTEREST in Macau should work fine.
Edit: I know a guy who did this a few years back BUT it all depends on which immigration officer you get, some are good, some are DICKS
Good Luck
Till the next ferry leaves.