As others have said - no problem to bring them as dependants as far as HK Imm. is concerned.
However, a couple of caveats:
1) Has your husband legally adopted the children from your first marriage?
2) If not and if your children have the nationality of a Hague Convention Country and their biological father is still alive, please make sure you have either the express written consent of the father and/or the leave of the Family Court in your country to legally remove the children out of the jurisdiction.
I have a Court Order from England & Wales stating that my ex-wife cannot legally remove my two children from the UK for more than 28 days without my prior written consent or leave of the Court even in the event that she remarries.
You will appreciate that non-custodial fathers (and paternal grand-parents) have a right to have contact with their (grand)children and that you cannot simply move them to another jurisdiction without permission as their rights to contact (and certainly the level of contact) would be prejudiced. It is well worth you sorting out this issue first and submitting the proof of consent (or permission of the Court) with your application to HK Imm.
Having done all that if you are also getting child support from the biological father of the children (I assume you are), I would also recommend you have any Order regarding the children and the support and contact arrangements amended in your country before you leave to reflect the change in the children's country of habitual residence and have the amended Order registered with the HK Family Court to ensure compliance on both sides. It will be much easier if you have the consent and the co-operation of the children's father to effect this.