Visas on arrival at Zhuhai from Hong Kong

We are travelling on Australian passports to Zhuhai from HK for a couple of days. Is the best way to go by ferry from TST to Macau then to the border for the VOA? Is the border at the immigration section at Macau port or do we have to go somewhere else? I'm assuming that the only place we can do this is Gonbei port. Thanks in advance for your help.