Mainland China to/from Hong Kong -

We are using ANA Frequent Flyer miles to go to and from China (Bejing, Xian, Guilin) from the US. We'd also like to go to HK. But each time we include HK in the itinerary, the price for taxes and fees quadruples. We are only in China for 9 nights, but would like to visit HK too, if it won't be too expensive. How can we get to and from HK without having to pay these extra fees that may be imposed by the HKIA? Is there a simple way to possible take a flight to a short train ride to get us into and out of HK? Any advice would be great. Thanks.