Can I apply for both Hongkong and Macao visa at the same time?

Ha, you can apply for both HK and Macao visas at the same time.
You cannot get the Macao VOA, you should make the application beforehand.
You should prepare the required documents including copy of passport, the filled-out application form, a passport-style photo, residence permit in Japan, bank statement, employment certificate, hotel reservation, flight itinerary and receipt from travel agent and itinerary.