Where do you recommend to get a VOA to go from Hong Kong to Shenzen? I have an Italian passport

I will be in Hong Kong for a business meeting in one week and, if the meeting will be positive, we will have to go to Shenzhen to visit a factory. There is not time enough to request a regular Visa, so I a targeting the VOA. What is the most convenient way to go to Shenzhen? Train? Ferry? Where do we get the VOA? Leaving Hong Kong or on the Shenzhen side? Do I need an invitation letter explaining why we are in the need to go to Shenzhen? Thanks for your kind support