Getting the Chinese Z in Hong Kong

Hello,
This year I am traveling to the southeast asia for 3 months (before I go to China to work as a Spanish Teacher), I already have a school that wants to hire me. An agent told me that I can get the Chinese work Z in Hong Kong but I am a little worried since I am not sure how reliable is this because I live in Mexico and it would be so bad if the chinese embassy wants me to go back home and request the visa in my home country which is at the other side of the world!. So after I quit my current job I want to spend a couple of months on vacation Thailand and then head to Hong Kong to get the Chinese entry permit, can I get this visa in Hong Kong if I have all the documentation or do I need to issue my application in my country?.