I'm only a few punts into the scene, but I also did a lot of reading before my first punt and I think the above advice is sage stuff.
Start off with a bar girl to get warmed up, then go for a 141 walk-up.
I still get the jitters of a walk-up, and I hope I will for some time yet. It's a clandestine lifestyle, there for the taking, and there is a definite kick in making the 60 minutes of fun-bag-fun go by unnoticed by anyone else in your life.
That you are in HK and don't know anyone should make the transition much easier.
As a newbie, I think I can pass on these thoughts as it is all still very fresh for me: be meticulous about cleanliness and playing safe, be nice, don't worry so much about the final cost for the first few as you become seasoned at getting the right price (just think of it as a life experience), always go with girls you really like the look of, and as you're only here a short time, try the variety. It's Heinz 57 in HK for WGs.
One final point: post some reports!