I have the paperwork for a "Z" visa. Are they still available in Hong Kong (May 2015)?

Martin, nowadays, it's not easy to get the mainland China entry permit from Hong Kong any more if you don't have residence permit there, so I can't give you a positive answer. My suggestion is to confirm this with the commissioner officer of PRC Foreign Affairs Ministry first. If they say no, then find a travel agency to do the application for you. In case that no agencies could get the Z type for you from Hong Kong either, you have to eixt to your home country or nearby countries to apply for the Z type.