My Wife and Daughter visiting me in Macau for Xmas, I want to take them to Zhuhai

I am a British Citizen working in Macau. My family are visiting me for Christmas and New Year, my wife and daughter, both Thai Citizens. Because of all the holidays in Macau over that period there is not enough time to get a visa from the Consulate. Can they get a Visa on arrival at Gongbei and or Hengqin, bearing in mind they have no previous Visa for China?

Thanks in advance

Roger