Downgrading from Z visa to tourist visa at local entry-exit bureau?

I'm completing my work contract in Shenzhen on a legal work visa&residence permit but would like to stay in the country for a bit more to travel as a tourist and have the freedom to exit and re-enter. Is is possible to downgrade my residence permit to a tourist visa at the local PSB/entry-exit bureau in Shenzhen? Or do I have to apply in Hong Kong? I'm a US citizen.