I am from Greece and now I am in Zhuhai.

Hi, ZH city provides visa on arrival for foreign travelers, but I am not sure whether Greece passport holders can successfully get it. You can give it a shot. If it doesn't work, you can try to apply at the Office of The Commissioner of The Ministry of Foreign Affairs of PRC in Macao. Good luck!

If the Office of The Commissioner of The Ministry of Foreign Affairs of PRC in Macao refuses your application, you will have no choice but to turn to a travel agency in Macao. Just pay them some service fee and you may be able to get the new visa for mainland travel on the same day.