What is the fastest way to get to Nanchang from Shenzhen? Is there any bullet train?

Yes, there are several bullet train that run between these two places.
The schedules from North Railway Station are 13:00, 16:32 and 18:32. D type train spends nearly 9 hours to reach Nanchang. And G type train spends around 5.5 hours.
Or you can take the direct flight. This is the fastest way. The duration is no more than 2 hours.