Sorry, can't help you with buying pearls in Shenzhen; however, if you have the time to drop over to HK, I suggest you go to the Jade Market in Yau Ma Tei and look out for May in Store No 331, Telephone: 2770 6159.

My sisters and I have been her customers for many years and she is very trustworthy and prices are very reasonable. She doesn't sell inferior pearls, unlike some who may sell you fakes.