should i apply single entry or double entry China visa?

If you travel in this order: Macau- Zhuhai-Shenzhen-HK-Macau-Malaysia. Then you may just need to apply for a single entry China tourist visa for your trip to Zhuhai and Shenzhen.
Since ordinary passport holders are required to apply for the China visa from the China Visa Application Service Center (CVASC) in Kuala Lumpur now, so you have to pay 58 Ringgit (30 for the visa fee and the left 28 for the service fee) for a single entry visa.
You can apply for the visa on behalf of your friends, but the visa application form must be filled and signed by themselves.
The documents requried are original passport remaining to be valid for at least six months from the date of application and with sufficient blank visa pages, a completely filled China visa application form, a passport photo, round-way air tickets and hotel booking in China.
The CVASC is located on the 2nd Floor, Plaza OSK, 25 Jalan Ampang,50450 Kuala Lumpur, Malaysia