Once u disembark from the plane, you just need to the transfer counter to purchase the ferry ticket. There are 4 trips per day from HK Airport to Zhuhai. Check the schedule beforehand. During the purchase of the ferry tickets, hand over your lugguage sticker and they will transfer your luggage to the ferry directly. You will not pass thru HK custom and you will take a free feeder bus from the airport to the jetty. You will retireve your luggage once you reach zhuhai jetty and then proceed to pass through the china custom. That is all you need to do. On the return trip, in order to book the ferry back to HK airport, you need to provide a copy of your e-ticket before you are allowed to purchase the ferry tickets. You will check in at the HK airport jetty and proceed to take the feeder bus back to the airport. Everything is done efficiently. Good luck!