DH mentioned to me about an interesting breakfast that Hong Kong people like: macaroni soup with ham.
They even have it a McDonald's Hong Kong!
Hong Kong style milk tea:
Another local breakfast is hot Bo Lo bun with butter. The bun has a sweet crust on top, and is sliced in half to put the butter chunk in. Leave the butter to melt before eating.
We went to this restaurant called Macau Restaurant in Tsim Sha Tsui, and tried their Portuguese egg tart. They weren't meant for breakfast, but we ordered them anyways. The crust was not bad: fluffy and flaky.