Lunch in Shenzhen from Hong Kong

No, this is not possible in the way you would like to happen. The only way how to do it is to apply for a 5 days Shenzhen visa on arrival at designated border crossings and then to proceed to Shenzhen. This is visa is easy to obtain, but the price for US citizens is steep 1,295 CNY payable by card only. This price is a result of reciprocity. So, if you decide to proceed, you cannot take a high speed train in direction to Shenzhen. Your best option is to take the first ferry from Hong Kong to Shekou port in Shenzhen and to apply for a visa upon arrival there. Opening hours of Shekou visa office are: 9:00 - 13:00 & 14:30 - 16:30.

After a sightseeing and a stay that can take up to 5 days you can return back to Hong Kong by taking any mean of transport and any border crossing, including a high speed train.

This is it and now it is up to you to decide.