2 people holding Canadian passport to Pearl River Delta Region

We are going to travel to HK for a few weeks and want to visit China as well. Can you please confirm if our family join some 3 or 4 days shopping tour in Hong Kong to Pearl River Delta Region (Guangzhou, Shenzhen) that we do not need to apply for it?

I asked (CTSHK) who is registered and they said we need to apply a tourist visa (about HK$1000 each person) for all tours.

Thanks.