You can submit your visa application to Chinese embassy in Dhaka. The documents you need to provide are as follows:
•Visa Application Form for Hong Kong
•Photocopy of page 1-3 of your passport.
•Residential visa/permit in other countries (if any).
•Proof of financial background /employment.
•Saving account passbook, bank statement, tax receipt, etc.
•Employment certificate, business registration (for self-employed person).
•Itinerary in Hong Kong, accommodation arrangement such as receipt from travel agency or hotel reservation, two-way flight booking, etc
Other supporting documents required according to purpose of visit if any.