| Okay... there are two kosher places in Hong Kong - one is the Jewish Community Center in Mid-levels, and the other is a smaller place in Central. Neither, really, is what I'd call a deli, although they both have a few deli-like things on the menu...
Probably the most deli-type place I can think of, although it's not kosher and I've never actually eaten there, is Archie B's (I think) in Soho, next door to Poco Loco, in the little alleyway just above the Pure gym. There's also the bagel place in Soho - again, not really a deli, but with some deli-like features...
goodkarma - you're right to say that Great (and I'd add Olivers) have some deli stuff, but I wouldn't expect for a moment any of it to be kosher, except *maybe* some sealed imported stuff like the Israeli humous they do...
And yes, 'Jewish deli' is more of a style of food, of restaurant, than any particular comment on the kosherness of the food - in New York, you'd expect a deli to be kosher, but in most of the rest of the world, it's optional.  | 
