Switching Employers

I am currently switching jobs, and I have all the required documents from my old employer for the process. Because my residence permit is attached to my old employer, it has already been cancelled and replaced with the 30-day exit-only visa. My new employer is applying for my Foreign Expert Certificate, but it will not be issued prior to the expiry date (Feb. 22) of my current entry permit. I was told by Shanghai PSB that I can exit China, go to Hong Kong, and return with ANY entry permit category to continue with the "FEC->Residence permit" process, because I am already processing the FEC in China. I am worried I will have issues with turning my non-Z type into a work residence permit. Can someone please confirm this?

Thanks.