We've 15 hours layover in Shenzhen. We are the recommended activities for this layover?

Well, I’d like to give to some suggestion:
The Window of the World: subway line 11 and then change to line 1 at Qianhaiwan, get off at window of the world.
Then, walk to the Happy Valley.
Splendid China – Folk Culture Villages: take subway line 1 to OCT.
After that, you can take subway line 1 then line 11 back to the airport.

Oh, don’t forget to apply for a transit visa in advance, since the 24h visa free transit doesn't apply in the city.