Avoiding to visit Denmark for my Z application

Hi,
I just received the Employment letter and Invitation letter for my job to start in China. Now they ask me to go to Embassy in Denmark to apply for Visa. Any way that I can avoid this long travel, by either apply in Hong Kong, where I live, or could I mail the letters and my passport to Denmark and initiate a letter that my parents can take this process and receive for me at the Embassy in Denmark?

Thank you
Kim