I know this is a bit late....but South China Athletic Association offers Fencing classes for the community (I believe is $500 per lesson) and they are located in Causeway Bay. Their phone number is 2577 6932. (
http://www.scaa.org.hk/main_new5_eng.htm)
I was also looking for fencing clubs in Hong Kong...and did not have any success for a long time. I wanted to find some cumminity clubs where I could get back to practicing (I fenced sabre competitively a while back). I finally asked Hong Kong Olympic Organization for a list of Clubs. If anyone is interested, PM me for info.