I've been to HK back in Sept/Oct but unfortunately didn't manage to buy too much parts/accessories for the Mini.
There are general car accessories shops in Mong Kok, near Macpherson playground, i.e. Shantung St, Hak Po St etc. Their prices are resonable for general stuff and as such I bought some lighting stuff there, e.g. white indicators, LEDs etc they are generally half price compared to what you'd have to pay here in Sydney.
I've also been to a Mini specialist called Loong Wah, it's located on Peace Ave / Waterloo Road (on the edge of Mong Kok). They can virtually order any kind of parts and accessories for the Mini across the globe, but I don't find their prices to be too great value especially when you take the cost frieght back to Sydney into account. It's some kind of an eye-opener for me tho (I didn't know there're actually that
much accessories for the Mini
so I guess it's worthwhile to pay a visit, especially when you live so close to Mong Kok
There's also another Mini specialist called Max Motorsport but it's not located in Mong Kok, and that there seems to be some negative feedbacks recently on various forums.
Hope this helps, cheers