quick day trip to shenzen from Hong Kong

Your, by far the best, option is to apply for a 5 days Shenzhen visa on arrival at the border crossing. You can choose among two overland border crossings, Huanggang and Lo Wu (Luohu) and Shekou in Shenzhen if you take a direct ferry from Hong Kong to Shenzhen. You do not need any additional documentation beside your passport and if you intend to have an overnight in Shenzhen, it would be useful to bring your hotel accommodation confirmation. The price for Shenzhen VOA for Australian citizens is 275 CNY.

Please, just have in mind that the opening hours of visa offices (Huanggang and Lo Wu) are: 9:00 - 16:30 and Shekou: 9:00 - 13:00 & 14:30 - 16:30. I suggest you Shekou because the first two are quite crowded and they have some kind of daily quota.

When you are done with your visit to Shenzhen, you can return to Hong Kong by any mean of transport and by taking any border crossing and you can, for your return, take a high speed train as well.