Depends entirely on the girl you've picked.
If she's on a short term visa to visit HK, definitely no way she'll leave HK. Once she leaves HK she may have difficulty to come back.
But if she has a permanent HK id, no problem, she'll come and go.
I've even met a couple of Macanese girls, working in HK and returning to Macau for breaks.
So the short answer is, you probably can, at least some of the time ... it's up to their circumstances and your negotiating skills in the end ... but ...
why would you want to?
When in Macau, try the local produce