Besides your passport, completed visa application form, passport photo, you also need to provide the the transportation itinerary, flight ticket to haikou, macau/zhuahai/hongkong/shenzhen to prove that you need multiple entry visa, in fact, it is advisable to apply for a single entry visa by presenting the ticket to haikou if you don't want to book the flight tickets to
macau/zhuahai/hongkong/shenzhen. in another words, if it is the first time for you to come to China, it is hard to get a multiple entry visa if you can't provide sufficent documents.

for the second trip to Zhuhai or Shenzhen, you can apply for a visa on arrival at the entry port of Zhuhai an Shenzhen which have the right to issue a 3 days or 5 days special tourist visa as the special economic zones.

Malaysians don't need a visa to Hong kong for up to 90 days, 30 days for Macau.