If you want a good Reuben sandwich, Dan Ryan's (Pacific Place, Festival Walk, Ocean Center) is pretty tasty. Their cheesesteak and club sandwiches are also more authentic than other places I've been to in HK. Another good place for sandwiches is Duke's Deli on Des Voeux Road Central (near the main Hang Seng bank branch). They seem to have added a lot of new sandwiches recently and I've always been happy with the sandwiches there. They also have cheesecake and lots of other yummy things to eat.
For some strange reason though, I can never find any place that sells corned beef and pastrami together on on a sandwich. Usually they only sell pastrami sandwiches.