Transit visa for Shenzhen-Hong Kong travel within 24 hours

Hi, I am from Iran and currently a PhD student in Hong Kong, holding a Hong Kong visa. I plan to take a direct flight from Tehran to Shenzhen. My question is: can I obtain a transit visa for myself and my wife to travel from Shenzhen to Hong Kong by MTR or bus? We do not intend to stay in Shenzhen and will pass through to Hong Kong in less than 24 hours.