transit at hong kong to visit mainland china

Yes, you need to apply two separate ones. One is for mainland China and the other is for HK. You can apply for the first one from the embassy in your country. It requires your passport, applicaiton form, a recent passport photo, invitation letter from Chinese invidual, company or organization, travel itinerary and personal information explanation letter. If you can't provide the invitation letter, you should provide round-trip air tickets, hotel booking and personal information explanation letter.

Since Chinese embassy doesn't accept first-time application for HK visa, you need to send your application to HK Immigration Department directly. The requirements are almost the same. A copy of your passport information page, a recent passport photo, finished ID1003A form, personal financial statement, flight ticket and valid visa to mainland China.

By the way, you should know that it takes four working days for Chinese embassy to deal with your application. However, HK Immigration Department needs four to six weeks.