Is it possible for a French citizen to obtain a L Visa to China from Hong Kong?

I'm French but have been living in London for the past few years. I tried to apply for a L type at the CVASC in London but it has been rejected cause I don't have a return ticket from UK/CHINA/UK (first application, they were pretty strict). I explained that I'll be travelling around the world for many months and do not have flights back to London as I'll be crossing by land. The officer told me a lot of people apply from Hong Kong (and I have been reading this information on different travel forums.) So my question really is: How hard would that be for me? Shall I go to the Commissioner's Officer of Foreign Affairs Ministry of PRC in HK? Or ask an agency? Many thanks.