There are many Hong Kong style snacks along the streets in crowd areas like Causeway Bay and Mongkok. I just recommend this "cake shop" - Danish Bakery. People always queue up not because of its bread and/or cake, but they are looking for the famous hotdogs, french fries and chicken wings. You can located Danish Bakery at the corner of Caroline Hill Road in Causeway Bay.
Transport: Bus Route 10 from Central