have you ever been cought with WG by raiding police of undercover cops?

One cannot be raided by under cover cops unless you are doing a 3P or 4P with another guy you dont know
or if the WG is the cop ... even then, you may not be breaking the law !

I think you mean while you are in the room with a WG has the cops knocked on your door - right ?
The answer is yes ... usually all they want is to check the gir's ID and sometimes your ID thats all ... remember you
are not breaking the law as long as there is only you and the WG are in the room.

I was in one of the better FS saunas discussed on this site, and the girl was just about to pull off my underpants for the fun part of the massage, when there was a chirp and flashing light in the room.  The WG immediately put her clothes back on, and covered me with a towel.  The manager knocked on the door and asked the WG to come with him.  They told me to stay in the room.  I could see a mix of plainclothes and uniformed policemen walking through the hallway about 2 minutes later and peeking in the rooms (the door has a glass window), including my room.  I even made eye contact with them.   

After about 10 minutes, the WG returned to the room, and we picked up where we left off.  After finishing everything (and it was excellent for me - probably heightened by the excitement of being caught in a raid), she explained to me that the police came in to check the IDs of all the WGs.  The police leave the clients alone, probably because the customers include some important people, which would put the police in a very difficult situation.  As I was leaving the sauna, the manager apologized profusely for the "inconvenience".  

So, yes, I was caught in a raid, and was definitely about to engage in some activity, but it turned out to be absolutely fine.  My impression?  The police do not care about the clients.  They are just checking to make sure the WGs are not working in HK illegally since many of them are mainlanders.  I do not want to disclose the name of the sauna because it may deter potential customers, which I believe would be undeserved.  According to the WG, all the FS saunas get raided periodically, but they never go after the clients.  I don't think she was lying.  

btw, during the raid, I was scared shitless!  if it happens to you, remain calm and it will probably be fine.

In saunas when police visits its not actually a raid, its only a visit ...

There are mainly two types of police visits to saunas :

First ... It's a visit by the licence authority accopanied by police, this type of visit is just to check
the IDs of the massage girls and the licence of the establishment. The customers are not bothered and they
can remain in the massage rooms. This tpye of visit is short and should last no more then 15-20 mins.

Second ... It's a visit by the police with male and female officers, this type of visit will check for vice activities and
massage girls along with the customers will be askes to produce their IDs, if you are already in the massage room
you will be asked to go back to your locker to retrieve your ID and then wait in the lounge. Sometimes the police
will also ask for your address and phone number. This type of visit will take atleast 45 mins.

The police raid :

This will only happen if there are undercover cops posing as customers in the sauna, the girl must be caught doing
whaterer sex act red handed - with the undercover cop. Usually there will be more then one cop there so a number
of girls will be cought at the same time. The girls will be arrested along with the manager of the sauna.
Usually its only the girl(s) who gets charged. Other customers might be questioned but usually its just questions and
nothing else.

All of the above - there's no need to be scared or worried and don't panic, you are not breaking any laws by going to
a sauna.

the first one was what i experienced.  thanks for explaining it.  

guess it's unlikely to happen, but if i'm a customer in a FS sauna (which is definitely against the HK regs), and i'm caught in the act, aren't i participating in the crime?  i suppose i could argue that i was just paying for a massage, and the girl happened to give me a little extra.  it would be a bit difficult to prove the intent, but wouldn't it be a stretch?  

still, i agree with you.  we are never the target - customers like us are critical to the economy and status of HK, and the police are greatly aware of that.  if they really crack down on these places, all the money will go to the mainland and other cities trying to attract investment!