Is it possible to apply for a Shenzhen Visa on Friday morning and pick it up on Friday afternoon?

I don't arrive in Hong Kong until late Thursday evening and the earliest I can get to apply for a visa for Shenzhen is Friday morning when the office opens. Can I pick up the visa on Friday afternoon as I would like to go to Shenzhen on either Saturday or Sunday. My plane leaves for the USA on Monday. I am a US citizen can therefore can not apply and get a visa at the border. Please advise if any one knows if this is possible and cost for 2 people. Thank you.