Visa VOA or transit-free for Canadian citizen traveling from Hong Kong to Shenzhen for one day visit

Actually, this is possible only by applying for 5 days Shenzhen visa on arrival at three crossings. There are two overland border crossings called Lo Wu (Luohu) and Huanggang with opening hours: 9:00 - 16:30 and one sea border crossing in Shekou with opening hours: 9:00 - 13:00 & 14:30 - 16:30. If you want to use overland border crossings you will have to arrive there even before the opening of visa offices because of the congestion and daily quotas. In other words, I suggest you to take the first direct ferry from Hong Kong to Shekou in Shenzhen where you will apply for that visa. Please, have in mind that the price for Canadian citizens is a bit steep 541 CNY because of the reciprocity. The good detail is that you can return back to Hong Kong by taking any border crossing or mean of transport, high speed train included.