hi, i just came back from hk and from hk to shenzhen by mrt it would take 35-40 mins. just take mtr east tsim sha tsui going to lo wu but i do advise you to get your visa here in manila because i also tried to get it from the border but they said we need hk id or we can also apply it to chinese embassy in wanchai but that would takje 3 days or so, or we can get help from an agency which will charge you more. got lucky we did get a group visa the next day from our tour guide last year and good thing i still have his phone #, and have seen shenzhen.