Multiple visits to Shenzhen

I want to visit Shenzhen from Hong Kong on two consecutive days. Although I could stay in Shenzhen, I am already travelling around a lot on this trip, and would like to avoid yet another shift of hotel and lugging my case around

So my question is - is there a problem to visit on two consecutive days ? And would I have to get a visa each day, or would the 5 day VOA cover multiple trips in/out

Thanks
Nick