Shenzhen 5 Day Visa

I am an Australian born citizen and will be traveling to Hong Kong for 7 days. During this time I will be going to Shenzhen for 2 days (Accommodation already paid). I intend to get a 5 day visa at the border. My wife and son who will be traveling with me are Philippine born but hold Australian citizenship and Australian passports. I have read stories where people are refused entry due to their place of birth, regardless if they hold an accepted countries passport?? I am concerned that my wife and son may not be allowed entry??