VISA for returning from Macau SAR to China Mainland

Hello,
I'm going to a business trip to China for some days and have a single entry one. Airport HK is the first destination, then I enter China Mainland at Shenzhen harbour. So my single entry is gone. But while we stay at Zhuhai we intended to go to Macau SAR for leisure at evening and return to Zhuhai. Due to single entry for Mainland this is not possible isn't it?
Thanks,
Joe