I've never done a 3some in HK, so can't give any advice on that. I've done a couple in Europe, however. After the initial novelty wears off of seeing 2 naked girls in front of you, it isn't as exciting as you might think. For me, the best part was one girl sitting on my face and the other sucking me off at the same time. Other than that it was annoying having to always change the dom once you start fucking, especially when you want to go back and forth between the girls at a quicker pace. And, unless the girls are close friends, they aren't going to do much to the other (unless you pay them a lot more money).
So my two cents is that unless you can get porn movie style 3some, don't waste the extra money. One-on-one with a WG that's giving great GFE and service is way better, IMO. But if a 3some is something on your "to do" list before you die, then by all means go for it!