How to enter Shenzhen with Australian Passport

I plan to visit Shenzhen for a day trip in March. I'll be coming from HK to Lo Wu and return to HK the same evening. It'll be my first time to Shenzhen and I'm a bit stressed and worried about how to enter.
I hold an Australian passport. I know there's a visa waiver program for Australian passport at the moment.
When I enter Shenzhen do I still need to go and get the visa office on arrival before going through to immigration?
Do I still need to take photo,fill in forms and pay any fees?
I've searched online and can't find any answers. Your reply would help me with many worries. Thank you.