going to shenzhen, zhuhai

Hello. My wife and I went to zhuhai, 5 or 6 years ago, applied a VOA in the border of Macau and Zhuhai and we were granted a visa. We went to Shenzhen 8 years ago on a group tour through a travel agency. This October, we will be travelling with our daughter to Zhuhai and Shenzhen. Which one is better to apply a visa, on the border of Macau-zhuhai, Hong kong-Shenzhen or we apply it here in Manila before our flight?