a day visit to Shenzhen from HK

Hi,

We are all UK passport holders and in Hong Kong for 3 days, before flying to Singapore for a week. We have a spare day and wanted to go to Shenzhen for one day/night and return to Hong Kong the following day for our flight to Singapore.

Can we all apply for a visa at the port when we arrive in HK to do a bit of sightseeing whilst we are there?

Cheers,
Joe