Just go to a stall selling xiao chi... (There're plenty of them
in Causeway Bay and Mongkok) Then point your fingers at anything
that look interesting to you... If you've the appetite and money,
you can try everything.... Haha...
You can also go to a bakery... Recommended items include Po Lo Pau
(Pineapple Bun - actually there's no pineapple. It's just the name.
It has a crispy yellow crust on top), Gai Mei Pau (cocktail bun,
usually filled with shredded coconut), egg tarts (HK-style or
Portuguese-style), Lo Po Bang (wife cakes), Dan Wong Lin Yong So
(Egg-yolk lotus paste pastry), Pei Dan So (Century egg pastry), etc
etc etc.
For wife cakes, the most famous bakeries are Hang Heung and Wing
Wah. Both of them originates from Yuen Long, but you don't need to
go all the way to Yuen Long lah... There are many branches in HK
Island & Kowloon. Wing Wah even has a branch in HK airport.
While Singaporeans like to buy bak kua (barbeque pork) as gifts, HK
people like to buy wife cakes.... Haha.