Is there a VOA office at the Zhuhai port of the HZMB bridge?

Yes, there is. You can use a bus to cross HZMB bridge directly to Zhuhai and there you will obtain Zhuhai 3 day VOA. This administrative crossing is called Jiuzhou Port. The procedure is fairly easy and just keep in mind to have 168 CNY (the only acceptable currency) preferably in cash. In principle, they should accept also the credit cards, but just to be on the safe side, buy CNY at some exchange office in Hong Kong and just travel with peace of mind.