This is something I never understood in HK. Generally speaking, both the landlord and the tenant will pay for the agent's commission. So while, the agent is working for you, he/she is also working for the landlord. Back in Australia, the landlord pays the agent and the agent works in the interest of the landlord. This is clear and I know where I stand.
In HK, the agent wears both hats and I encountered some agents who would flat out refuse to put my offer to the landlord. They would play down my offer and tell me that they won't accept it and the landlord's lowest price is $xx. I walked away from a few of those. I think it is important to fend for yourself in HK. The agents are not working for you even though you pay them for their services. In fact, after they receive their commission, they won't want to know who you are. You will need to contact the landlord directly with any issues.
It's just something quite different from what I was used to.
But in terms of docs, they don't usually ask for anything until you're ready to put pen on paper. I just gave them a basic info like, I'm employed full time as a professional and my budget range + size expectations.
Even when you put pen to paper, it was just a HKID (in my case).