I know that´s the major problem.
I remember there were some stores in Tsim Sha Tsui and Sham Shui Po which ship internationally (at least there were signs in front of the stores saying so). But of course I don´t remember the names.
I will ask some friends in HK if they know any stores which ship internationally.
I also just looked on gamehubs where I used to order my Asian stuff but looks like they are just getting a few titles. Two or three years ago it was really cheap and they got all new games for like 35USD and shipping was 5USD (from Malaysia).