HK to shenzhen for canadians

hi, my family are all canadians. we are flying from van to taipei for 5 days then from there to HK. while in HK, we like to spend a day or 2 in shenzhen and then return back to HK and fly home to canada. will we need a visa? or can we use the 72 hour thing? i have tried calling everybody but NOBODY knows, not even the chinese consulate visa place. please help. thank you.