Hi, is getting to SHENZHEN from causeway bay on MTR a good option, any dramas getting visa for 1 day

Probably, but only the MTR can take you to Shenzhen from Causeway Bay.
As for the route, here is my suggestion:
At Causeway Bay MTR Station, you can take the subway Island Line to Admiralty Station first. Then you need transfer to subway Tsuen Wan Line and get off at Tsui Sha Tsim. After that, you can take a cab to Hong Hum to take the train East Rail to Lo Wu.
Upon arrival at Lo Wu, it is very easy to pass the immigration boarder and you will be at Luohu of Shenzhen.