Filipino Tourists: Going to Shenzhen from Hongkong

I am from the Philippines. My partner and I are travelling to HK this November. We want to visit Shenzhen China from HK as tourists. From what I research on the internet, we could apply for Chinese Visa on the Luohu border. but it requires that we need to have a previously issued chinese visa. this will be the first time we will go to Shenzhen, China. What are the chances that we will be denied entry to SZ, China? Will we have difficulty applying for visa at the HK-Shenzhen Border?