​How to get a China visa while in Hong Kong for former Chinese national who is now a US citizen?

I was denied at the Chinese Consulate. They said since I am now a US Citizen and this is my first time applying, then I must apply in the USA.

Has anyone encountered this problem before and have a potential solution. (I would not be able to mail my passport back to the States)

Any help is greatly appreciated. Thank You.
Shannon