Is it difficult to get this visa on arrival during peak season?

You have probably already departed toward Shenzhen... We came late with our answer, but it should not be any particular problem if you arrive early at Lo Wu / Luohu border crossing early enough, at 08:30 or even better solution would be to take a ferry from Hong Kong to Shekou port in Shenzhen, taking care about Shekou visa office opening hours: 9:00 - 13:00 & 14:30 - 16:30. Have a nice journey.